Zobrazeno 1 - 10
of 237
pro vyhledávání: '"KATO, Shogo"'
We call two copulas tail equivalent if their first-order approximations in the tail coincide. As a special case, a copula is called tail symmetric if it is tail equivalent to the associated survival copula. We propose a novel measure and statistical
Externí odkaz:
http://arxiv.org/abs/2407.14349
In this paper, we propose a new flexible distribution for data on the three-dimensional torus which we call a trivariate wrapped Cauchy copula. Our trivariate copula has several attractive properties. It has a simple form of density and is unimodal.
Externí odkaz:
http://arxiv.org/abs/2401.10824
We discuss the modelling of traffic count data that show the variation of traffic volume within a day. For the modelling, we apply mixtures of Kato-Jones distributions in which each component is unimodal and affords a wide range of skewness and kurto
Externí odkaz:
http://arxiv.org/abs/2206.01355
Quantifying tail dependence is an important issue in insurance and risk management. The prevalent tail dependence coefficient (TDC), however, is known to underestimate the degree of tail dependence and it does not capture non-exchangeable tail depend
Externí odkaz:
http://arxiv.org/abs/2101.12262
We propose a copula-based measure of asymmetry between the lower and upper tail probabilities of bivariate distributions. The proposed measure has a simple form and possesses some desirable properties as a measure of asymmetry. The limit of the propo
Externí odkaz:
http://arxiv.org/abs/2008.01314
Publikováno v:
J Epidemiol. 2021
In meta-analysis, the random-effects models are standard tools to address between-study heterogeneity in evidence synthesis analyses. For the random-effects distribution models, the normal distribution model has been adopted in most systematic review
Externí odkaz:
http://arxiv.org/abs/2003.04598
Autor:
Hanya, Goro, Kato, Shogo, Kitamura, Shumpei, Kurihara, Yosuke, Honda, Takeaki, Suzumura, Takafumi, Ohta, Tamihisa
Publikováno v:
Ecological Research; Sep2024, Vol. 39 Issue 5, p659-675, 17p
Akademický článek
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Autor:
RIVEST, Louis-Paul, KATO, Shogo
Publikováno v:
The Canadian Journal of Statistics / La Revue Canadienne de Statistique, 2019 Dec 01. 47(4), 712-728.
Externí odkaz:
https://www.jstor.org/stable/48744652
Autor:
Kato, Shogo, McCullagh, Peter
Publikováno v:
Bernoulli, 26(4), 3224-3248, 2020
We present some properties of a Cauchy family of distributions on the sphere, which is a spherical extension of the wrapped Cauchy family on the circle. The spherical Cauchy family is closed under the M\"obius transformation on the sphere and there i
Externí odkaz:
http://arxiv.org/abs/1510.07679