Related papers: Further Results on the Bivariate Semi-parametric S…
In this paper, we study a semiparametric family of bivariate copulas. The family is generated by an univariate function, determining the symmetry (radial symmetry, joint symmetry) and dependence property (quadrant dependence, total…
In this paper, we propose simple estimation methods dedicated to a semiparametric family of bivariate copulas. These copulas can be simply estimated through the estimation of their univariate generating function. We take profit of this…
A generalization of a distribution increases the flexibility particularly in studying of a phenomenon and its properties. Many generalizations of continuous univariate distributions are available in literature. In this study, an…
A typical situation in competing risks analysis is that the researcher is only interested in a subset of risks. This paper considers a depending competing risks model with the distribution of one risk being a parametric or semi-parametric…
In this article, we discuss a bivariate distribution whose conditionals are univariate binomial distributions and the marginals are not binomial that exhibits negative correlation. Some useful structural properties of this distribution…
We consider in this paper the semiparametric mixture of two distributions equal up to a shift parameter. The model is said to be semiparametric in the sense that the mixed distribution is not supposed to belong to a parametric family. In…
In this work we propose a semiparametric bivariate copula whose density is defined by a piecewise constant function on disjoint squares. We obtain the maximum likelihood estimators of model parameters and prove that they reduce to the…
Understanding variable dependence, particularly eliciting their statistical properties given a set of covariates, provides the mathematical foundation in practical operations management such as risk analysis and decision-making given…
In this paper we give a brief review of semiparametric theory, using as a running example the common problem of estimating an average causal effect. Semiparametric models allow at least part of the data-generating process to be unspecified…
There exist many bivariate parametric copulas to model bivariate data with different dependence features. We propose a new bivariate parametric copula family that cannot only handle various dependence patterns that appear in the existing…
Quantitative studies in many fields involve the analysis of multivariate data of diverse types, including measurements that we may consider binary, ordinal and continuous. One approach to the analysis of such mixed data is to use a copula…
In this paper a general theory of semi-classical matrix orthogonal polynomials is developed. We define the semi-classical linear functionals by means of a distributional equation $D(u A) = u B,$ where $A$ and $B$ are matrix polynomials.…
In conditional copula models, the copula parameter is deterministically linked to a covariate via the calibration function. The latter is of central interest for inference and is usually estimated nonparametrically. However, when a…
The bivariate Gaussian distribution has been a key model for many developments in statistics. However, many real-world phenomena generate data that follow asymmetric distributions, and consequently bivariate normal model is inappropriate in…
We investigate a family of distributions having a property of stability-under-addition, provided that the number $\nu$ of added-up random variables in the random sum is also a random variable. We call the corresponding property a…
The literature has covered the features and uses of the traditional univariate and bivariate logistic distributions in great detail. It is reasonable to wonder, though, if logistic marginals and conditionals could exhibit a similar…
We introduce so-called "single-index copulae". They are semi-parametric conditional copulae whose parameter is an unknown "link" function of a univariate index only. We provide estimates of this link function and of the finite dimensional…
In this paper, we propose new semiparametric procedures for making inference on linear functionals and their functions of two semicontinuous populations. The distribution of each population is usually characterized by a mixture of a…
We discuss a class of binary parametric families with conditional probabilities taking the form of generalized linear models and show that this approach allows to model high-dimensional random binary vectors with arbitrary mean and…
A random variable is equi-dispersed if its mean equals its variance. A Poisson distribution is a classical example of this phenomenon. However, a less well-known fact is that the class of normal densities that are equi-dispersed constitutes…