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This paper focuses on the estimation and application aspects of the Erlang Count Logit-weighted Reduced Mixture of Experts model (EC-LRMoE), which is a fully flexible multivariate insurance claim frequency regression model proposed in Fung et al. (2018a). We first prove the identifiability...
Persistent link: https://www.econbiz.de/10014108894
In this paper, we identify partial correlation information structures that allow for simpler reformulations in … programming reformulation which explicitly captures partially known correlation information between uncertain processing times of …
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nodes. In this paper, we propose a fast copula-based fusion (F-CBF) algorithm for a multi-node radar system. The correlation …
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-variance mixture copulas. The goal is to develop a copula-based method with the flexibility to reproduce the correlation skew, and at … correlation skew is involved in different ways …
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model takes into account the correlation of subjects' infection, which makes the joint probability distribution of … our study to the case where correlation only partially exists in the whole population. We focus on a two-cluster case and … positively correlated is only more efficient when the rate of prevalence is low, and the correlation coefficient is high …
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