June 26, 2001; Remark 2 added August 7, 2002 Discussion of credit risks added Nov. 28, 2002 KENDALL’S TAU FOR ELLIPTICAL DISTRIBUTIONS∗ FILIP LINDSKOG, ALEXANDER MCNEIL, AND UWE SCHMOCK

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• Mathematical analysis
• Probability
• Statistics
• Probability distributions
• Stable distributions
• Generalized functions
• Probability theory
• Normal distribution
• Characteristic function
• Distribution
• Multivariate normal distribution
• Correlation and dependence

Extreme Negative Dependence and Risk Aggregation Bin Wang∗ and Ruodu Wang† January 22, 2015 Abstract We introduce the concept of an extremely negatively dependent (END) sequence of random variables with a given commo

Source URL: sas.uwaterloo.ca

• Statistics
• Mathematical analysis
• Probability
• Probability distributions
• Algebra of random variables
• Probability theory
• Central limit theorem
• Variance
• Normal distribution
• Multivariate random variable
• Expected value
• Relationships among probability distributions

Supplementary materials for this article are available online. Please go to www.tandfonline.com/r/JASA Statistical Learning With Time Series Dependence: An Application to Scoring Sleep in Mice Blakeley B. MCSHANE, Shane

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• Markov models
• Probability
• Mathematical analysis
• Markov chain
• Sleep
• Memorylessness
• Rapid eye movement sleep
• Stochastic matrix
• Forwardbackward algorithm
• Joint probability distribution
• Non-rapid eye movement sleep
• Expected value

Measuring Inequality of Opportunity with Latent Variables Florian Wendelspiess Chávez Juárez (University of Geneva, Switzerland) Paper Prepared for the IARIW-IBGE Conference on Income, Wealth and Well-Being in Latin A

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• Statistics
• Probability theory
• Estimation theory
• Covariance and correlation
• Regression analysis
• Algebra of random variables
• Covariance
• Variance
• Correlation and dependence
• Expected value
• Ordinary least squares
• Factor analysis

Supervised classification with interdependent variables to support targeted energy efficiency measures in the residential sector

Source URL: www.bitstoenergy.ch

• Regression analysis
• Statistical classification
• Econometrics
• Independence
• Machine learning
• Linear discriminant analysis
• Feature selection
• Linear regression
• Correlation and dependence
• Coefficient of determination
• Pattern recognition
• Support vector machine

Stat 111 HW2 Solutionspoints] IPS: 2.18 (a) Scatterplot: Bone Strength: Scatterplot of Dominant ~ Nondominant

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• Statistics
• Estimation theory
• Regression analysis
• Parametric statistics
• Statistical analysis
• Scatter plot
• Linear regression
• Plot
• Correlation and dependence
• Outlier
• Chart

Risk Aggregation with Dependence Uncertainty Carole Bernard∗, Xiao Jiang† and Ruodu Wang‡ November 2013§ Abstract Risk aggregation with dependence uncertainty refers to the sum of individual risks with

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• Actuarial science
• Financial risk
• Independence
• Applied mathematics
• Mathematical analysis
• Economy
• Mathematical finance
• Convex analysis
• Copula
• Coherent risk measure
• Convex function
• Comonotonicity

508 IEEE of E are equal to those of the known vector W, we can employ the Berlekamp-Massey [6], [7] algorithm to find

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• Covariance and correlation
• Signal processing
• Fourier analysis
• Time series analysis
• Numerical analysis
• Autocorrelation
• Convolution
• Correlation function
• BerlekampMassey algorithm
• Discrete Fourier transform
• Correlation and dependence
• Recurrence relation

Scalable Traffic Dependence Analysis for Detecting Android Malware Activities∗ Hao Zhang, Danfeng (Daphne) Yao, and Naren Ramakrishnan Department of Computer Science, Virginia Tech Blacksburg, VA, USA {haozhang, danfen

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Extremal Dependence Concepts

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• Mathematical analysis
• Probability
• Statistics
• Independence
• Multivariate statistics
• Probability theory
• Actuarial science
• Probability distributions
• Copula
• Comonotonicity
• Joint probability distribution
• Random variable