How Sensitive are Tail-related Risk Measures in a Contamination Neighbourhood?

JOURNAL ARTICLE published 2026 in Statistica Sinica

Authors: Wolfgang Karl Härdle | Chengxiu Ling

Measures of conditional dependence for nonlinearity, asymmetry and beyond

JOURNAL ARTICLE published September 2024 in Journal of Statistical Planning and Inference

Research funded by Chinese National Funding of Social Sciences (20BTJ056)

Authors: Lianyan Fu | Luyang Zhang

Multivariate directional tail-weighted dependence measures

JOURNAL ARTICLE published September 2024 in Journal of Multivariate Analysis

Research funded by NSERC (GR010293)

Authors: Xiaoting Li | Harry Joe

Robust asset-liability management games for n players under multivariate stochastic covariance models

JOURNAL ARTICLE published July 2024 in Insurance: Mathematics and Economics

Research funded by National Natural Science Foundation of China (12071147) | Higher Education Discipline Innovation Project (B14019)

Authors: Ning Wang | Yumo Zhang

Testing the disintegration and texture-related palatability predictions for orodispersible tablets using an instrumental tool coupled with multivariate analysis: Focus on process variables and analysis settings

JOURNAL ARTICLE published July 2024 in European Journal of Pharmaceutical Sciences

Research funded by Unitatea Executiva pentru Finantarea Invatamantului Superior a Cercetarii Dezvoltarii si Inovarii (PN-III-P2-2.1-PED-2021-4198)

Authors: Rareș Iovanov | Andreea Cornilă | Cătălina Bogdan | Dana Hales | Ioan Tomuță | Marcela Achim | Andrada Tăut | Nela Iman | Tibor Casian | Sonia Iurian

Tail risk transmission from the United States to emerging stock Markets: Empirical evidence from multivariate quantile analysis

JOURNAL ARTICLE published July 2024 in The North American Journal of Economics and Finance

Authors: Yi Zhang | Long Zhou | Baoxiu Wu | Fang Liu

Cross-entropy based importance sampling for composite systems reliability evaluation with consideration of multivariate dependence

JOURNAL ARTICLE published June 2024 in International Journal of Electrical Power & Energy Systems

Research funded by National Science Fund for Distinguished Young Scholars (51725701)

Authors: Yuan Zhao | Xueyuan Cheng | Jia Chen | Kaigui Xie | Jiaqin Hu

Objective Bayesian Meta-Analysis Based on Generalized Marginal Multivariate Random Effects Model

JOURNAL ARTICLE published 1 June 2024 in Bayesian Analysis

Authors: Olha Bodnar | Taras Bodnar

A Multivariate Mixture Regression Model for Constrained Responses

JOURNAL ARTICLE published 1 June 2024 in Bayesian Analysis

Authors: Roberto Ascari | Agnese Maria Di Brisco | Sonia Migliorati | Andrea Ongaro

A Spearman dependence matrix for multivariate functional data

JOURNAL ARTICLE published 17 May 2024 in Journal of Nonparametric Statistics

Authors: Francesca Ieva | Michael Ronzulli | Juan Romo | Anna Maria Paganoni

Risk analysis of a multivariate aggregate loss model with dependence

JOURNAL ARTICLE published 14 May 2024 in Annals of Actuarial Science

Authors: Dechen Gao | Jiandong Ren

Testing Conditional Independence in Psychometric Networks: An Analysis of Three Bayesian Methods

JOURNAL ARTICLE published 11 May 2024 in Multivariate Behavioral Research

Research funded by ERC, BAYESIAN P-NETS (6)

Authors: Nikola Sekulovski | Sara Keetelaar | Karoline Huth | Eric-Jan Wagenmakers | Riet van Bork | Don van den Bergh | Maarten Marsman

Competing risks and multivariate outcomes in epidemiological and clinical trial research

JOURNAL ARTICLE published 6 May 2024 in Lifetime Data Analysis

Research funded by National Cancer Institute (P30CA015704) | National Heart, Lung, and Blood Institute (75N92021D00001)

Authors: R. L. Prentice

Copula-based conditional tail indices

JOURNAL ARTICLE published May 2024 in Journal of Multivariate Analysis

Research funded by Natural Sciences and Engineering Research Council of Canada (GR009581,GR010293)

Authors: Vincenzo Coia | Harry Joe | Natalia Nolde

Comparison of correlation-based measures of concordance in terms of asymptotic variance

JOURNAL ARTICLE published May 2024 in Journal of Multivariate Analysis

Research funded by Natural Sciences and Engineering Research Council of Canada (RGPAS-2020-00093,RGPIN-2020-04897) | Japan Society for the Promotion of Science (JP21K13275)

Authors: Takaaki Koike | Marius Hofert

Quantifying directed dependence via dimension reduction

JOURNAL ARTICLE published May 2024 in Journal of Multivariate Analysis

Research funded by Austrian Science Fund (20102-F1901166-KZP,20204-WISS/225/197-2019)

Authors: Sebastian Fuchs

Multivariate Meixner polynomials related to holomorphic discrete series representations of SU(1,d)

JOURNAL ARTICLE published May 2024 in Indagationes Mathematicae

Authors: Wolter Groenevelt | Joop Vermeulen

Tu1462 FACTORS AFFECTING HEALTH-RELATED QUALITY OF LIFE OF PATIENTS WITH EXOCRINE PANCREATIC INSUFFICIENCY: FINDINGS FROM A MULTIVARIATE ANALYSIS OF THE PATIENT-CENTRIC CHRONIC PANCREATITIS REGISTRY

JOURNAL ARTICLE published May 2024 in Gastroenterology

Authors: Rahul Pannala | Jodie A. Barkin | Yasmin G. Hernandez-Barco | Samer Al-Kaade | Janine Twal | Jennifer Pack | Dianne Nguyen | Valerie J. Powell | Ismail Aouadi | David C. Whitcomb

A single risk approach to the semiparametric competing risks model with parametric Archimedean risk dependence

JOURNAL ARTICLE published May 2024 in Journal of Multivariate Analysis

Authors: Simon M.S. Lo | Ralf A. Wilke

Multivariate tail dependence and local stochastic dominance

JOURNAL ARTICLE published May 2024 in Journal of Multivariate Analysis

Authors: Karl Friedrich Siburg | Christopher Strothmann