相关论文: Copula-Based Estimation of Causal Effects in Multi…

Learning the joint dependence of discrete variables is a fundamental problem in machine learning, with many applications including prediction, clustering and dimensionality reduction. More recently, the framework of copula modeling has…

The standard linear and logistic regression models assume that the response variables are independent, but share the same linear relationship to their corresponding vectors of covariates. The assumption that the response variables are…

This paper intends to develop tools for characterizing non-linear spectral dependence between spontaneous brain signals. We use parametric copula models (both bivariate and vine models) applied on the magnitude of Fourier coefficients…

We consider linear structural equation models with explicitly modelled latent variables. In such models, observed and latent variables solve linear equations including stochastic noise terms. The goal of our work is to identify the direct…

Testing for pairwise independence for the case where the number of variables may be of the same size or even larger than the sample size has received increasing attention in the recent years. We contribute to this branch of the literature…

Statistical analysis on compositional data has gained a lot of attention due to their great potential of applications. A feature of these data is that they are multivariate vectors that lie in the simplex, that is, the components of each…

Recent work has focused on the potential and pitfalls of causal identification in observational studies with multiple simultaneous treatments. Building on previous work, we show that even if the conditional distribution of unmeasured…

Regression analysis has always been a hot research topic in statistics. We propose a very flexible semi-parametric regression model called Elliptical Copula Regression (ECR) model, which covers a large class of linear and nonlinear…

Handling highly dependent data is crucial in clinical trials, particularly in fields related to ophthalmology. Incorrectly specifying the dependency structure can lead to biased inferences. Traditionally, models rely on three fixed…

The linear regression models are widely used statistical techniques in numerous practical applications. The standard regression model requires several assumptions about the regres- sors and the error term. The regression parameters are…

For multivariate distributions in the domain of attraction of a max-stable distribution, the tail copula and the stable tail dependence function are equivalent ways to capture the dependence in the upper tail. The empirical versions of…

In causal inference with ordinal outcomes, several interpretable estimands are functions of the probability that the potential outcome under one treatment is larger than that under another treatment for the same unit. This probability…

We use the copula approach to study the structure of dependence between sell-side analysts' consensus recommendations and subsequent security returns, with a focus on asymmetric tail dependence. We match monthly vintages of I/B/E/S…

The continuous extension of a discrete random variable is amongst the computational methods used for estimation of multivariate normal copula-based models with discrete margins. Its advantage is that the likelihood can be derived…

Principal stratification is a framework for making sense of causal effects conditioned on variables that may themselves have been affected by the treatment. For instance, in an evaluation of an educational intervention, some subjects in the…

We define a copula process which describes the dependencies between arbitrarily many random variables independently of their marginal distributions. As an example, we develop a stochastic volatility model, Gaussian Copula Process Volatility…

Graphical Markov models combine conditional independence constraints with graphical representations of stepwise data generating processes.The models started to be formulated about 40 years ago and vigorous development is ongoing.…

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.…

Visualization and assessment of copula structures are crucial for accurately understanding and modeling the dependencies in multivariate data analysis. In this paper, we introduce an innovative method that employs functional boxplots and…

In many studies multivariate event time data are generated from clusters having a possibly complex association pattern. Flexible models are needed to capture this dependence. Vine copulas serve this purpose. Inference methods for vine…