Zobrazeno 1 - 10
of 316
pro vyhledávání: '"Gijbels Irène"'
Autor:
Gijbels Irène, Matterne Margot
Publikováno v:
Dependence Modeling, Vol 12, Iss 1, Pp 445-453 (2024)
This article studies the conditional dependency between random variables, conditionally upon a covariate (vector). The conditional copula fully characterizes this conditional dependency. A way to summarize this dependence structure taking into accoun
Externí odkaz:
https://doaj.org/article/7a800f5c5f98426da0d3e5cceda9b41f
Autor:
Gijbels Irène, Matterne Margot
Publikováno v:
Dependence Modeling, Vol 9, Iss 1, Pp 82-120 (2021)
When the interest is in studying conditional dependencies, and more precisely the strength of conditional dependencies, some kind of averaging over the conditioning random vector may be needed. Examples of average measures that can serve in this cont
Externí odkaz:
https://doaj.org/article/d2e7572502b345e695db5d26b87a8aa0
Quantiles, expectiles and extremiles can be seen as concepts defined via an optimization problem, where this optimization problem is driven by two important ingredients: the loss function as well as a distributional weight function. This leads to the
Externí odkaz:
http://arxiv.org/abs/2405.11248
Autor:
De Keyser, Steven, Gijbels, Irene
We generalize 2-Wasserstein dependence coefficients to measure dependence between a finite number of random vectors. This generalization includes theoretical properties, and in particular focuses on an interpretation of maximal dependence and an asym
Externí odkaz:
http://arxiv.org/abs/2404.07141
Autor:
De Keyser, Steven, Gijbels, Irène
This article proposes copula-based dependence quantification between multiple groups of random variables of possibly different sizes via the family of $Phi$-divergences. An axiomatic framework for this purpose is provided, after which we focus on the
Externí odkaz:
http://arxiv.org/abs/2302.13611
This paper presents a general framework for the estimation of regression models with circular covariates, where the conditional distribution of the response given the covariate can be specified through a parametric model. The estimation of a conditio
Externí odkaz:
http://arxiv.org/abs/2211.10121
Autor:
De Keyser, Steven, Gijbels, Irène
Publikováno v:
In Journal of Multivariate Analysis September 2024 203
Autor:
De Keyser, Steven, Gijbels, Irène
Publikováno v:
In International Journal of Approximate Reasoning February 2024 165
Akademický článek
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Publikováno v:
In Journal of Multivariate Analysis January 2023 193