incontestable 发表于 2025-3-21 19:58:43
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Strategic Planning of Spectrum and Services,listic graphical models in particular have been ignorant of the framework of copulas. At the same time, the complementing strengths of the two fields suggests the great fruitfulness of a synergy. The purpose of this paper is to survey recent copula-based constructions in the field of machine learnin矛盾心理 发表于 2025-3-22 04:05:59
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Setting Up Physical Infrastructure,nctions. These copulas are then mixed with respect to a continuous distribution resulting in a nonsingular parametric copula.The Singular Mixture Copulas we construct have a Lebesgue density and in special cases even a closed form representation. Moreover, they have positive lower and upper tail depSCORE 发表于 2025-3-22 22:53:53
Strategic Planning of Spectrum and Services, a norm of this random vector, and it is often used in studying heavy-tail phenomena observed in data analysis in various fields, such as finance and insurance. Multivariate regular variation can be analyzed in terms of the intensity measure or spectral measure but can also be studied by using the cdearth 发表于 2025-3-23 03:27:33
Setting Up Physical Infrastructure,sented. Desirable statistical properties of dependent default times are introduced in an axiomatic manner and related to the unified framework. It is shown how commonly used models, stemming from quite different mathematical and economic motivations, can be translated into a multivariate frailty modMawkish 发表于 2025-3-23 05:38:03
Setting Up Physical Infrastructure,), which is a multivariate analogue of the univariate generalized linear models (GLMs). A unified framework of such regression models is established with the utility of Gaussian copula, accommodating discrete, continuous and mixed vector outcomes. Both full likelihood and composite likelihood estima