Quadratic regression models
Quantifying the impact of different copulas in a generalized CreditRisk + framework An empirical study
Without any doubt, credit risk is one of the most important risk types in the classical banking industry. Consequently, banks are required by supervisory audits to allocate economic capital to cover unexpected future credit losses. Typically, the amount of economical capital is determined with a credit portfolio model, e.g. using the popular CreditRisk+ framework (1997) or one of its recent generalizations (e.g. [8] or [15]). Relying on specific distributional assumptions, the credit loss distribution...
Quasi-concave copulas, asymmetry and transformations
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
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-symmetry and representation theory
Quelques alternatives à la régression classique dans le cas de la colinéarité
Quelques généralisations de l'analyse en composantes principales de variables instrumentales
Quelques indices pour comparer des tableaux de contingence
Quelques méthodes de segmentation
Quelques propriétés optimales en analyse des données, en termes de corrélation entre variables