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Nonparametric estimation of multivariate scale mixtures of uniform densities

Pavlides, Marios G.; Wellner, Jon A. - In: Journal of Multivariate Analysis 107 (2012) C, pp. 71-89

Suppose that U=(U1,…,Ud) has a Uniform([0,1]d) distribution, that Y=(Y1,…,Yd) has the distribution G on R+d, and let X=(X1,…,Xd)=(U1Y1,…,UdYd). The resulting class of distributions of X (as G varies over all distributions on R+d) is called the Scale Mixture of Uniforms class of...

Persistent link: https://www.econbiz.de/10011041983

Reliability Studies of Bivariate Distributions with Pareto Conditionals

Gupta, Ramesh C. - In: Journal of Multivariate Analysis 76 (2001) 2, pp. 214-225

examined and its monotonicity is investigated. Some of the results presented here are general and would be useful in studying …

Persistent link: https://www.econbiz.de/10005199476

Constant Local Dependence

Jones, M. C. - In: Journal of Multivariate Analysis 64 (1998) 2, pp. 148-155

The local dependence function is constant for the bivariate normal distribution. Here we identify all other distributions which also have constant local dependence. The key property is exponential family conditional distributions and a linear conditional mean. When given two marginal...

Persistent link: https://www.econbiz.de/10005221201

Measuring association and dependence between random vectors

Grothe, Oliver; Schnieders, Julius; Segers, Johan - In: Journal of Multivariate Analysis 123 (2014) C, pp. 96-110

Measures of association are suggested between two random vectors. The measures are copula-based and therefore invariant … association. In case the random vectors are just random variables, the measures reduce to Kendall’s tau or Spearman’s rho …-sample behavior is investigated by simulation. The measures are applied to characterize strength and direction of association of …

Persistent link: https://www.econbiz.de/10010718994

Covariance selection and multivariate dependence

Bhattacharya, Bhaskar - In: Journal of Multivariate Analysis 106 (2012) C, pp. 212-228

Considering the covariance selection problem of multivariate normal distributions, we show that its Fenchel dual formulation is insightful and allows one to calculate direct estimates under decomposable models. We next generalize the covariance selection to multivariate dependence, which...

Persistent link: https://www.econbiz.de/10011041998