U-statistics represent a fundamental class of statistics from modeling quantities of interest
defined by multi-subject responses. U-statistics generalise the empirical mean of a random …

Stute [Ann. Probab. 19 (1991) 812–825] introduced a class of estimators called conditional
U-statistics of E (φ (Y 1,…, Y m)∣(X 1,…, X m)= t), for t∈ R m. In the present work, we …

The study of the distributions of sums of dependent risks is a key topic in actuarial sciences,
risk management, reliability and in many branches of applied and theoretical probability …

In this paper, we propose the analytical derivations of new specifications for the stochastic
frontier (SF) approach. In order to avoid some limitations of the traditional SF method, we …

For two given measure-preserving functions defined on the unit interval f, g: I→ I, the function
given by C f, g (u, v):= λ (f− 1 ([0, u])∩ g− 1 ([0, v])) is a copula. Although the theoretical …

For a random vector $(X, Y) $ characterized by a copula $ C_ {X, Y} $ we study its
perturbation $ C_ {X+ Z, Y} $ characterizing the random vector $(X+ Z, Y) $ affected by a …

When a sufficient amount of training data is available, Machine Learning (ML) models show
great promise for solving problems involving complex and dynamic patterns. Social and …

Based on the random vector (X+ Z, Y+ Z) we study the perturbation C X+ Z, Y+ Z of the
copula CX, Y of the random vector (X, Y) when the random noise Z is independent of both X …

Purpose The purpose of this paper is to introduce a generalization of the time-varying
correlation elliptical copula models and to analyse its impact on the tail risk of a portfolio of …

Identification and analysis of latent and emergent behavioral patterns are core tasks in
investigative domains such as homeland security, counterterrorism, and crime prevention …