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Preference data occur when assessors express comparative opinions about a set of items, by rating, ranking, pair comparing, liking, or clicking. The purpose of preference learning is to ( a) infer on the shared consensus preference of a group of users, sometimes called rank aggregation, or ( b)...
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Given spatially located observed random variables (x, z = {(xi, zi)}i, we propose a new method for non-parametric estimation of the potential functions of a Markov random field p(x|z), based on a roughness penalty approach. The new estimator maximizes the penalized log-pseudolikelihood function...
Persistent link: https://www.econbiz.de/10014147568
Building on the work of Bedford, Cooke and Joe, we show how multivariate data, which exhibit complex patterns of dependence in the tails, can be modelled using a cascade of pair-copulae, acting on two variables at a time. We use the pair-copula decomposition of a general multivariate...
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