Related papers: A subcopula characterization of dependence for the…
Use of copula for the purpose of modeling dependence has been receiving considerable attention in recent times. On the other hand, search for multivariate copulas with desirable dependence properties also is an important area of research.…
In this paper, we study the identifiability and the estimation of the parameters of a copula-based multivariate model when the margins are unknown and are arbitrary, meaning that they can be continuous, discrete, or mixtures of continuous…
This paper introduces an innovative method for constructing copula models capable of describing arbitrary non-monotone dependence structures. The proposed method enables the creation of such copulas in parametric form, thus allowing the…
As was noted already by A. N. Kolmogorov, any random variable has a Bernoulli component. This observation provides a tool for the extension of results which are known for Bernoulli random variables to arbitrary distributions. Two…
Many types of bounded data defined on the unit interval arise naturally as ratios of the form $X/(X + Y)$. In the existing literature, the main statistical models proposed for this type of bounded data typically based on the assumption that…
This paper deals with a situation when one is interested in the dependence structure of a multidimensional response variable in the presence of a multivariate covariate. It is assumed that the covariate affects only the marginal…
Clustering multivariate data is a pervasive task in many applied problems, particularly in social studies and life science. Model-based approaches to clustering rely on mixture models, where each mixture component corresponds to the kernel…
In this article, we consider a non-parametric Bayesian approach to multivariate quantile regression. The collection of related conditional distributions of a response vector Y given a univariate covariate X is modeled using a Dependent…
Time-to-event data are often recorded on a discrete scale with multiple, competing risks as potential causes for the event. In this context, application of continuous survival analysis methods with a single risk suffer from biased…
A new class of copulas based on order statistics was introduced by Baker (2008). Here, further properties of the bivariate and multivariate copulas are described, such as that of likelihood ratio dominance (LRD), and further bivariate…
In this paper, we revisit the notion of partial copula, originally introduced to test conditional independence, highlighting its capability to represent the dependence between two random variables after removing their dependence with a…
A novel copula-based multivariate panel ordinal model is developed to estimate structural relations among components of well-being. Each ordinal time-series is modelled using a copula-based Markov model to relate the marginal distributions…
A new method to measure nonlinear dependence between two variables is described using mutual information to analyze the separate linear and nonlinear components of dependence. This technique, which gives an exact value for the proportion of…
We introduce a new family of one factor distributions for high-dimensional binary data. The model provides an explicit probability for each event, thus avoiding the numeric approximations often made by existing methods. Model interpretation…
Several collective risk models have recently been proposed by relaxing the widely used but controversial assumption of independence between claim frequency and severity. Approaches include the bivariate copula model, random effect model,…
We propose a new highly flexible and tractable Bayesian approach to undertake variable selection in non-Gaussian regression models. It uses a copula decomposition for the joint distribution of observations on the dependent variable. This…
In the field of finance, insurance, and system reliability, etc., it is often of interest to measure the dependence among variables by modeling a multivariate distribution using a copula. The copula models with parametric assumptions are…
Mendelian randomization (MR) is widely used to uncover causal relationships in the presence of unmeasured confounders. However, most existing MR methods presuppose linear causality, risking bias when the true relationships are nonlinear,…
Quantification of microbial interactions from 16S rRNA and meta-genomic sequencing data is difficult due to their sparse nature, as well as the fact that the data only provides measures of relative abundance. In this paper, we propose using…
The Birnbaum-Saunders distribution is a flexible and useful model which has been used in several fields. In this paper, a new bimodal version of this distribution based on the alpha-skew-normal distribution is established. We discuss some…