In this paper, a characterization of the joint distribution function for the maximum and minimum of a vector is presented in terms of the joint distribution function for the vector. If the joint distribution function is given explicitly, for instance by a copula and marginals, this leads to an...

Various economic theories are available to explain the existence of credit and default cycles. There remains empirical ambiguity, however, as to whether or these cycles coincide. Recent papers_new suggest by their empirical research set-up that they do, or at least that defaults and credit...

In this paper we present a forecasting method for time series using copula-based models for multivariate time series. We study how the performance of the predictions evolve when changing the strength of the different possible dependencies, as well as the structure of the dependence. We also look...

Because of its many advantages, the use of decision trees has become an increasingly popular alternative predictive tool for building classification and regression models. Its origins date back for about five decades where the algorithm can be broadly described by repeatedly partitioning the...

La maggior parte dei lavori sulla taratura statistica univariata e multivariata propongono contributi in ambito parametrico inquadrato in un contesto statistico classico o bayesiano. Oltre alla presenza dei problemi tipici dell'approccio parametrico (scelta della legge distribuzionale, del...

It is known that the service quality is considered a latent variable that is derived from the combination of some other independent latent variables (dimensions). The known variables (attributes), generally expressed by an ordinal scale, are observed by handing out questionnaires to the users of...