EuDML | Browse

In this paper the theoretical and practical implications of dropping -from the basic Bayesian coherence principles- the assumption of comparability of every pair of acts is examined. The resulting theory is shown to be still perfectly coherent and has Bayesian theory as a particular case. In particular we question the need of weakening or ruling out some of the axioms that constitute the coherence principles; what are their practical implications; how this drive to the notion of partial information...

Quasi-concave copulas, asymmetry and transformations

Elisabetta Alvoni, Pier Luigi Papini (2007)

Commentationes Mathematicae Universitatis Carolinae

In this paper we consider a class of copulas, called quasi-concave; we compare them with other classes of copulas and we study conditions implying symmetry for them. Recently, a measure of asymmetry for copulas has been introduced and the maximum degree of asymmetry for them in this sense has been computed: see Nelsen R.B., Extremes of nonexchangeability, Statist. Papers 48 (2007), 329–336; Klement E.P., Mesiar R., How non-symmetric can a copula be?, Comment. Math. Univ. Carolin. 47 (2006), 141–148....

Quasi-copulas with quadratic sections in one variable

José Antonio Rodríguez–Lallena, Manuel Úbeda-Flores (2008)

Kybernetika

We introduce and characterize the class of multivariate quasi-copulas with quadratic sections in one variable. We also present and analyze examples to illustrate our results.

Quasi-Isotonic Regression and Stochastic Approximation.

V. Dupac (1987)

Metrika

Quasi-Likelihood Estimation for Ornstein-Uhlenbeck Diffusion Observed at Random Time Points

Adès, Michel, Dion, Jean-Pierre, MacGibbon, Brenda (2005)

Serdica Mathematical Journal

2000 Mathematics Subject Classification: 60J60, 62M99.In this paper, we study the quasi-likelihood estimator of the drift parameter θ in the Ornstein-Uhlenbeck diffusion process, when the process is observed at random time points, which are assumed to be unobservable. These time points are arrival times of a Poisson process with known rate. The asymptotic properties of the quasi-likelihood estimator (QLE) of θ, as well as those of its approximations are also elucidated. An extensive simulation study...