Displaying similar documents to “On concepts and measures of bivariate stochastic dependence”

Poverty measures and poverty orderings.

Miguel A. Sordo, Héctor M. Ramos, Carmen D. Ramosm (2007)

SORT

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We examine the conditions under which unanimous poverty rankings of income distributions can be obtained for a general class of poverty indices. The "per-capita income gap" and the Shorrocks and Thon poverty measures are particular members of this class. The conditions of dominance are stated in terms of comparisons of the corresponding TIP curves and areas.

On the order equivalence relation of binary association measures

Mariusz Paradowski (2015)

International Journal of Applied Mathematics and Computer Science

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Over a century of research has resulted in a set of more than a hundred binary association measures. Many of them share similar properties. An overview of binary association measures is presented, focused on their order equivalences. Association measures are grouped according to their relations. Transformations between these measures are shown, both formally and visually. A generalization coefficient is proposed, based on joint probability and marginal probabilities. Combining association...

Can interestingness measures be usefully visualized?

Robert Susmaga, Izabela Szczech (2015)

International Journal of Applied Mathematics and Computer Science

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The paper presents visualization techniques for interestingness measures. The process of measure visualization provides useful insights into different domain areas of the visualized measures and thus effectively assists their comprehension and selection for different knowledge discovery tasks. Assuming a common domain form of the visualized measures, a set of contingency tables, which consists of all possible tables having the same total number of observations, is constructed. These...

A Young measures approach to quasistatic evolution for a class of material models with nonconvex elastic energies

Alice Fiaschi (2008)

ESAIM: Control, Optimisation and Calculus of Variations

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Rate-independent evolution for material models with nonconvex elastic energies is studied without any spatial regularization of the inner variable; due to lack of convexity, the model is developed in the framework of Young measures. An existence result for the quasistatic evolution is obtained in terms of compatible systems of Young measures. We also show as this result can be equivalently reformulated with probabilistic language and leads to the description of the quasistatic evolution...

Uncertainty orders on the sublinear expectation space

Dejian Tian, Long Jiang (2016)

Open Mathematics

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In this paper, we introduce some definitions of uncertainty orders for random vectors in a sublinear expectation space. We all know that, under some continuity conditions, each sublinear expectation 𝔼 has a robust representation as the supremum of a family of probability measures. We describe uncertainty orders from two different viewpoints. One is from sublinear operator viewpoint. After giving definitions such as monotonic orders, convex orders and increasing convex orders, we use...

Copula-Based Dependence Measures For Piecewise Monotonicity

Eckhard Liebscher (2017)

Dependence Modeling

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The aim of the present paper is to develop and examine association coefficients which can be helpfully applied in the framework of regression analysis. The construction of the coeffiecients is connected with the well-known Spearman coeffiecient and extensions of it (see Liebscher [5]). The proposed coeffiecient measures the discrepancy between the data points and a function which is strictly increasing on one interval and strictly decreasing in the remaining domain.We prove statements...

A classification method for binary predictors combining similarity measures and mixture models

Seydou N. Sylla, Stéphane Girard, Abdou Ka Diongue, Aldiouma Diallo, Cheikh Sokhna (2015)

Dependence Modeling

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In this paper, a new supervised classification method dedicated to binary predictors is proposed. Its originality is to combine a model-based classification rule with similarity measures thanks to the introduction of new family of exponential kernels. Some links are established between existing similarity measures when applied to binary predictors. A new family of measures is also introduced to unify some of the existing literature. The performance of the new classification method is...