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Jarkko Isotalo, Simo Puntanen, George P.H. Styan (2008)
Discussiones Mathematicae Probability and Statistics
In this paper we comment on some papers written by Jerzy K. Baksalary. In particular, we draw attention to the development process of some specific research ideas and papers now that some time, more than 15 years, has gone after their publication.
Noppadon Kamnitui, Tippawan Santiwipanont, Songkiat Sumetkijakan (2015)
Dependence Modeling
A conditional variance is an indicator of the level of independence between two random variables. We exploit this intuitive relationship and define a measure v which is almost a measure of mutual complete dependence. Unsurprisingly, the measure attains its minimum value for many pairs of non-independent ran- dom variables. Adjusting the measure so as to make it invariant under all Borel measurable injective trans- formations, we obtain a copula-based measure of dependence v* satisfying A. Rényi’s...
Jadran Dobric, Gabriel Frahm, Friedrich Schmid (2013)
Dependence Modeling
Despite of its many shortcomings, Pearson’s rho is often used as an association measure for stock returns. A conditional version of Spearman’s rho is suggested as an alternative measure of association. This approach is purely nonparametric and avoids any kind of model misspecification. We derive hypothesis tests for the conditional rank-correlation coefficients particularly arising in bull and bear markets and study their finite-sample performance by Monte Carlo simulation. Further, the daily returns...
C. Deniau, G. Oppenheim (1974)
Mathématiques et Sciences Humaines
Ce texte constitue la suite de l'article «Deux méthodes linéaires en statistique multidimensionnelle» paru dans le n° 44 de cette revue. Nous nous intéressons ici aux tableaux d'effectifs. La théorie du paragraphe 1.2 est appliquée pour obtenir les résultats : détermination des composantes et axes principaux, construction des graphiques, indices, analyses conjointes des deux nuages associés au tableau des données. On insiste sur quelques difficultés courantes de l'interprétation des résultats. Plusieurs...
Hans Koeppler (1938)
Aktuárské vědy
María R. Santillán, Aldo J. Viollaz (1989)
Revista Matemática de la Universidad Complutense de Madrid
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