A new means of estimating the correlation coefficient for cluster binary data in the regression settings is introduced. The creation of this method is founded upon the violation of Bartlett’s second identity when adopting the binomial distributions to model binary data that are correlated. The...

In this paper, a multivariate form of truncated generalized Cauchy distribution (TGCD), which is denoted by (MVTGCD), is introduced. The joint density function, conditional density function, moment generating function and mixed moments of order <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$${b=\sum_{i=1}^{k}b_{i}}$$</EquationSource> </InlineEquation> are obtained. Making...</equationsource></inlineequation>

Denecke and Müller (CSDA 55:2724–2738, <CitationRef CitationID="CR2">2011</CitationRef>) presented an estimator for the correlation coefficient based on likelihood depth for Gaussian copula and Denecke and Müller (J Stat Planning Inference 142: 2501–2517, <CitationRef CitationID="CR3">2012</CitationRef>) proved a theorem about the consistency of general estimators based on...</citationref></citationref>

The main contribution of this study is to examine the extreme dependence between the real estate securities and stock markets in Australia, China, Hong Kong, Japan, Malaysia, the Philippines, Singapore and Taiwan between January 1995 and March 2011. For each market, we derive time series tail...

Many statistical methods for truncated data rely on the independence assumption regarding the truncation variable. In many application studies, however, the dependence between a variable X of interest and its truncation variable L plays a fundamental role in modeling data structure. For...

In the frame of this article we submitted the practical possibilities to analyse the stock market activity in Romania, by means of the linear regression model. Thus, the study is focusing on the existing correlations between the yield of a portfolio formed by ten financial assets issued by...

Considering homosexual contacts and heterosexual contacts in the course of sexual contacts, double degrees which describe the numbers of homosexual contacts and heterosexual contacts are introduced, correlation coefficients about degrees based on the joint probability distribution are given, and...

На основе примеров демонстрируется эвристический метод группирования «схожих» объектов, использующий измененное представление графических результатов...

В статье представлены результаты исследования влияния изменения величины и уровня использования ресурсного потенциала на эффективность деятельности...

Обоснована необходимость предварительной неформальной подготовки данных, предназначенных для последующего статистического анализа.