Related papers: On the representation of the nested logit model
Conventional, parametric multinomial logit models are in general not sufficient for detecting the complex patterns voter profiles nowadays typically exhibit. In this manuscript, we use a semiparametric multinomial logit model to give a…
We introduce a framework to consider transport problems for integer-valued random variables. We introduce weighting coefficients which allow us to characterize transport problems in a gradient flow setting, and form the basis of our…
Given a random sample from a continuous multivariate distribution, Stute's representation is obtained for empirical copula processes constructed from a broad class of smooth, possibly data-adaptive nonparametric copula estimators. The…
Lognormal random variables appear naturally in many engineering disciplines, including wireless communications, reliability theory, and finance. So, too, does the sum of (correlated) lognormal random variables. Unfortunately, no closed form…
We investigate a recursively generated sequence of random variables that begins with an Exponential random variable with parameter (i.e., inverse-mean) 1, and continues with additional Exponentials, each of whose random parameter possesses…
We propose a generalisation of the logistic regression model, that aims to account for non-linear main effects and complex interactions, while keeping the model inherently explainable. This is obtained by starting with log-odds that are…
The aims of this paper are twofold. Firstly, we derive some probabilistic representation for the constant which appears in the one-dimensional case of Kesten's renewal theorem. Secondly, we estimate the tail of some related random variable…
In an article published in 1993, P. Colmez formulated a remarkable conjecture, which asserts that the Faltings height of a CM abelian variety can be computed as a linear combination of logarithmic derivatives of Artin $L$-functions. Noting…
We exploit Gaussian copulas to specify a class of multivariate circular distributions and obtain parametric models for the analysis of correlated circular data. This approach provides a straightforward extension of traditional multivariate…
Copula models are flexible tools to represent complex structures of dependence for multivariate random variables. According to Sklar's theorem (Sklar, 1959), any d-dimensional absolutely continuous density can be uniquely represented as the…
We prove the famous Faber intersection number conjecture and other more general results by using a recursion formula of $n$-point functions for intersection numbers on moduli spaces of curves. We also present some vanishing properties of…
We show that the left regular representation of Neretin groups is factorial, providing the first example of a non-discrete simple group with this property. This is based on a new criterion of factoriality for totally disconnected groups.…
We give a probabilistic interpretation for the Barnes G-function which appears in random matrix theory and in analytic number theory in the important moments conjecture due to Keating-Snaith for the Riemann zeta function, via the analogy…
We study copula-based collective risk models when the dependence structure is defined by a Farlie-Gumbel-Morgenstern (FGM) copula. By leveraging a one-to-one correspondence between the class of FGM copulas and multivariate symmetric…
Use copula to model dependency of variable extends multivariate gaussian assumption. In this paper we first empirically studied copula regression model with continous response. Both simulation study and real data study are given. Secondly…
In this article, a copula-based method for mixed regression models is proposed, where the conditional distribution of the response variable, given covariates, is modelled by a parametric family of continuous or discrete distributions, and…
An extension of the theory of the Iterated Logarithmic Algebra gives the logarithmic analog of a Sheffer or Appell sequence of polynomials. This leads to several examples including Stirling's formula and a logarithmic version of the…
We introduce the associated Lah numbers. Some recurrence relations and convolution identities are established. An extension of the associated Stirling and Lah numbers to the r-Stirling and r-Lah numbers are also given. For all these…
For any connected complex reductive group $G$ and element $z$ of its Weyl group $W$, we use work of Lusztig and Abreu-Nigro to compute the graded $W$-character of the intersection cohomology of any closed Lusztig variety for $z$ over the…
A sequence of accompanying laws is suggested in the limit theorem of B. V. Gnedenko for maximums of independent random variables belonging to maximum domain of attraction of the Gumbel distribution. It is shown that this sequence gives an…