相关论文: Constructing a bivariate distribution function wit…
The bispectrum, the three-point correlation in Fourier space, is a crucial statistic for studying many effects targeted by the next-generation galaxy surveys, such as primordial non-Gaussianity (PNG) and general relativistic (GR) effects on…
Rigby & Stasinopoulos (2005) introduced generalized additive models for location, scale and shape (GAMLSS) where the response distribution is not restricted to belong to the exponential family and its parameters can be specified as…
Modeling of high order multivariate probability distribution is a difficult problem which occurs in many fields. Copula approach is a good choice for this purpose, but the curse of dimensionality still remains a problem. In this paper we…
Copulas have become an important tool in the modern best practice Enterprise Risk Management, often supplanting other approaches to modelling stochastic dependence. However, choosing the `right' copula is not an easy task, and the…
The key result of this paper is to characterize all the multivariate symmetric Bernoulli distributions whose sum is minimal under convex order. In doing so, we automatically characterize extremal negative dependence among Bernoulli random…
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…
We propose a new bivariate symmetric copula with positive and negative dependence properties. The main features of the proposed copula are its simple mathematical structure, wider dependence range compared to FGM copula and its…
Modeling the ratio of two dependent components as a function of covariates is a frequently pursued objective in observational research. Despite the high relevance of this topic in medical studies, where biomarker ratios are often used as…
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…
Bivariate luminosity functions (LFs) are computed for galaxies in the New York Value-Added Galaxy Catalogue, based on the Sloan Digital Sky Survey Data Release 4. The galaxy properties investigated are the morphological type, inverse…
We introduce methods which allow observed galaxy clustering to be used together with observed luminosity or stellar mass functions to constrain the physics of galaxy formation. We show how the projected two-point correlation function of…
Copulas provide an attractive approach for constructing multivariate distributions with flexible marginal distributions and different forms of dependences. Of particular importance in many areas is the possibility of explicitly forecasting…
Using a significantly enlarged \textit{Fermi}-LAT BL Lac objects (BL Lacs) sample, we construct the gamma-ray luminosity function (GLF) of BL Lacs, by the joint use of the space density distribution and source counts distribution. We use…
We describe a simple method for making inference on a functional of a multivariate distribution. The method is based on a copula representation of the multivariate distribution and it is based on the properties of an Approximate Bayesian…
Gaussian factor models have proven widely useful for parsimoniously characterizing dependence in multivariate data. There is a rich literature on their extension to mixed categorical and continuous variables, using latent Gaussian variables…
A framework for quantifying dependence between random vectors is introduced. With the notion of a collapsing function, random vectors are summarized by single random variables, called collapsed random variables in the framework. Using this…
This paper presents an introduction to the stochastic concepts of \emph{coupling} and \emph{copula}. Coupling means the construction of a joint distribution of two or more random variables that need not be defined on one and the same…
The extensive catalog of $\gamma$-ray selected flat-spectrum radio quasars (FSRQs) produced by \emph{Fermi} during a four-year survey has generated considerable interest in determining their $\gamma$-ray luminosity function (GLF) and its…
The Copula is widely used to describe the relationship between the marginal distribution and joint distribution of random variables. The estimation of high-dimensional Copula is difficult, and most existing solutions rely either on…
We developed a modification to the calculation of the two-point correlation function commonly used in the analysis of large scale structure in cosmology. An estimator of the two-point correlation function is constructed by contrasting the…