", dependence between the frailties (i.e., unobserved determinants) induces dependence between the durations. Using notions of … quadrant dependence, we study restrictions that this imposes on the implied dependence of the durations, if the frailty terms … distributions. For such cases we calculate general bounds for two association measures, Pearson's correlation coefficient and …

This paper considers a multivariate t version of the Gaussian dynamic conditional correlation (DCC) model proposed by …

(GTL) distributions with copulas. The GTL distribution is a versatile univariate distribution that permits a wide range of … skewness and thick- or thin-tailed behavior in the data that it represents. Copulas help create versatile representations of … distributions reduces the dependence of estimated parameters on distributional assumptions in applied research. A thorough Monte …

An important issue in the analysis of cross-sectional dependence which has received renewed interest in the past few … measures of cross-sectional dependence and how such measures are related to the behaviour of the aggregates defined as cross …, we refer to as the exponent of cross-sectional dependence. We derive an estimator of from the estimated variance of the …

of opinion copulas, argue that it is well supported by findings in Social Psychology and use it to show that the …

interplay between two or more covariates' marginal distributions, and (iii) a "dependence effect" accounting for between …-group differences in dependence patterns among the covariates. Our methods can be used to decompose differences in arbitrary …

rather than another.In this paper, we develop a theory for ranking distribution functions. Our theory offers a general … distribution theory for empirical dominance criteria where it is demonstrated that the associated empirical processes converge in …