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omnipotent, omniscient being. These words are given econometric definitions. The probability of an event is decomposed into its …
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We propose a class of flexible non-parametric tests for the presence of dependence between components of a random vector based on weighted Cramér-von Mises functionals of the empirical copula process. The weights act as a tuning parameter and are shown to significantly influence the power of...
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Заключительная часть консультации посвящена описанию подходов к эмпирическому подбору подходящей копула-функции и методов статистической проверки гипотез,...
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observed values to the probability distribution of a given state and one part measures the information content of the serial …
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This paper presents a methodology for producing a probability forecast of a turning point in U.S. economy using …-theoretic measurement to produce a probability. The methodology is flexible using as many historical data points as desired. This … methodology is applied to producing probability forecasts of a downturn in U.S. economy in 1970-1990 period. Four probability …
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and demographic stochasticity. In both cases different probability distributions are used to model vital rates. We verify …
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