Search
Search Results
-
Stable feature screening for ultrahigh dimensional data
This paper is concerned with the stable feature screening for the ultrahigh dimensional data. To deal with the ultrahigh dimensional data problem and...
-
The tail dependograph
All characterizations of non-degenerate multivariate tail dependence structures are both functional and infinite-dimensional. Taking advantage of the...
-
A New Look at the Models for Ordinal Categorical Data Analysis
The multinomial/categorical responses, whether they are nominal or ordinal, are recorded in counts under all categories/cells involved. The analysis...
-
Representations by uncorrelated random variables
All multivariate random variables with finite variances are univariate functions of uncorrelated random variables and if the multivariate...
-
The Bivariate Lack-of-Memory Distributions
We treat all the bivariate lack-of-memory (BLM) distributions in a unified approach and develop some new general properties of the BLM distributions,...
-
Semi-parametric Dynamic Models for Longitudinal Ordinal Categorical Data
The over all regression function in a semi-parametric model involves a partly specified regression function in some primary covariates and a...
-
Pair-Wise Family-Based Correlation Model for Spatial Count Data
When linear, binary or count responses are collected from a series of (spatial) locations, the responses from adjacent/neighboring locations are...
-
Estimation and inference on the joint conditional distribution for bivariate longitudinal data using Gaussian copula
In this paper we study estimating the joint conditional distributions of bivariate longitudinal outcomes using regression models and copulas. For the...
-
Archimedean-based Marshall-Olkin Distributions and Related Dependence Structures
In this paper we study the dependence properties of a family of bivariate distributions (that we call Archimedean-based Marshall-Olkin distributions )...
-
Semi-Parametric Models for Negative Binomial Panel Data
This paper considers a semi-parametric model for longitudinal negative binomial counts under the assumption that the repeated count responses follow...
-
Variable Family Size Based Spatial Moving Correlations Model
It is well known that the autocorrelations among responses play a significant role in time series setup mainly for the purpose of forecasting....
-
A family of bivariate exponential distributions and their copulas
In the present paper we derive a family of bivariate exponential distributions based on an extended lack of memory property of a class of univariate...
-
A bias-correction for Cramér’s V and Tschuprow’s T
Cramér’s V and Tschuprow’s T are closely related nominal variable association measures, which are usually estimated by their empirical values....
-
Some theoretical results on the Grouped Variables Lasso
We consider the linear regression model with Gaussian error. We estimate the unknown parameters by a procedure inspired by the Group Lasso estimator...
-
Measures of association for nominal categorical variables
This paper reviews existing measures of association for nominal categorical variables, and presents some alternative measures of association, which...
-
A test for independence of two multivariate samples
The paper presents a new nonparametric test for independence of two vectors. The idea is based on zonotope approach by G. Koshevoy, H. Oja and...
-
Capturing the multivariate extremal index: bounds and interconnections
The multivariate extremal index function is a direction specific extension of the well-known univariate extremal index. Since statistical inference...
-
A multivariate version of Gini's rank association coefficient
In this paper, we introduce a multivariate generalization of the population version of Gini's rank association coefficient, giving a response to this...
-
Inferences for odds ratio with dependent pairs
In familial data analyses quantifying familial association is scientifically important. As analogies of the intraclass and interclass correlations...
-
Nonparametric inference on multivariate versions of Blomqvist’s beta and related measures of tail dependence
We consider nonparametric estimation of multivariate versions of Blomqvist’s beta, also known as the medial correlation coefficient. For a...