scholarly journals Bivariate Kumaraswamy Models via Modified Symmetric FGM Copulas: Properties and Applications in Insurance Modeling

Author(s):  
Indranil Ghosh

A copula is a useful tool for constructing bivariate and/or multivariate distributions. In this article, we consider a new modified class of (Farlie-Gumbel-Morgenstern) FGM bivariate copula for constructing several dierent bivariate Kumaraswamy type copulas and discuss their structural properties, including dependence structures. It is established that construction of bivariate distributions by this method allows for greater flexibility in the values of Spearman's correlation coefficient rho, and Kendall's tau . For illustrative purposes, one representative data set is utilized to exhibit the applicability of these proposed bivariate copula models.

Author(s):  
Eva Zimmermann

It is shown how the theory of PDM accounts for instances of subtractive MLM—the empirical phenomenon that is notoriously challenging for the claim that morphology is additive. Two general mechanisms inside PDM can predict subtractive MLM: usurpation of moras and the defective integration of morphemic prosodic nodes. Usurpation can arise if a segment underlyingly lacks a mora and ‘usurps’ it from a neighbouring segment that is hence deprived of it. In the second scenario, a prosodic node that is underlyingly not integrated into the higher/lower prosodic structure is affixed to a base and remains defectively integrated in the output. Given the standard assumption that only elements properly integrated under the highest prosodic node of the prosodic hierarchy are visible for the phonetics, this affix node and everything it dominates remain phonetically uninterpreted. It is shown how all attested types of subtractive MLM in the representative data set fall out from these two basic mechanisms.


Nutrients ◽  
2021 ◽  
Vol 13 (4) ◽  
pp. 1163
Author(s):  
Suzana Shahar ◽  
Mohd Razif Shahril ◽  
Noraidatulakma Abdullah ◽  
Boekhtiar Borhanuddin ◽  
Mohd Arman Kamaruddin ◽  
...  

Measuring dietary intakes in a multi-ethnic and multicultural setting, such as Malaysia, remains a challenge due to its diversity. This study aims to develop and evaluate the relative validity of an interviewer-administered food frequency questionnaire (FFQ) in assessing the habitual dietary exposure of The Malaysian Cohort (TMC) participants. We developed a nutrient database (with 203 items) based on various food consumption tables, and 803 participants were involved in this study. The output of the FFQ was then validated against three-day 24-h dietary recalls (n = 64). We assessed the relative validity and its agreement using various methods, such as Spearman’s correlation, weighed Kappa, intraclass correlation coefficient (ICC), and Bland–Altman analysis. Spearman’s correlation coefficient ranged from 0.24 (vitamin C) to 0.46 (carbohydrate), and almost all nutrients had correlation coefficients above 0.3, except for vitamin C and sodium. Intraclass correlation coefficients ranged from −0.01 (calcium) to 0.59 (carbohydrates), and weighted Kappa exceeded 0.4 for 50% of nutrients. In short, TMC’s FFQ appears to have good relative validity for the assessment of nutrient intake among its participants, as compared to the three-day 24-h dietary recalls. However, estimates for iron, vitamin A, and vitamin C should be interpreted with caution.


2021 ◽  
pp. 1-17
Author(s):  
Apostolos Serletis ◽  
Libo Xu

Abstract This paper examines correlation and dependence structures between money and the level of economic activity in the USA in the context of a Markov-switching copula vector error correction model. We use the error correction model to focus on the short-run dynamics between money and output while accounting for their long-run equilibrium relationship. We use the Markov regime-switching model to account for instabilities in the relationship between money and output, and also consider different copula models with different dependence structures to investigate (upper and lower) tail dependence.


2017 ◽  
Vol 30 (10) ◽  
pp. 691 ◽  
Author(s):  
Debora Soccal Schwertner ◽  
Raul Oliveira ◽  
Ana Paula Ramos Marinho ◽  
Magnus Benetti ◽  
Thais Silva Beltrame ◽  
...  

Introduction: The objective of this study was to adapt the Brazilian version, and verify the validity, reliability and internal consistency of the Oliveira questionnaire on low back pain in young people.Material and Methods: The questionnaire was translated from European Portuguese into Brazilian Portuguese by means of translation and re-translation. The validity of the contents was determined by experts who analyzed the clarity and pertinence of the questions. Fifteen young people aged 15 to 18 took part in the pre-test step (qualitative analysis), 40 in the test-retest (reliability) and 679 in the evaluation of internal consistency. The intra-class correlation coefficient and Spearman’s correlation coefficient were used in the reliability analysis (test-retest), and Cronbach’s alpha to determine the internal consistency (stability).Results: In the translation phase the questionnaire was modified and considered suitable, observing similarity and equivalence of the two versions. After being corrected by the experts in the validation of the contents, the instrument was considered suitable and valid, and in the pre-test, the young people suggested some modifications to make the questionnaire more succinct. With respect to reliability, the values for the intra-class correlation coefficient were between 0.512 – acceptable and 1 – excellent and Spearman’s correlation coefficient varied between 0.525 and 1, classifying the instrument as reproducible. The internal consistency was considered acceptable with a 0.757 Cronbach’s alpha.Discussion: The Oliveira questionnaire was choosen since it has been used in several Portuguese studies; moreover, it addresses the need to raise data regarding low back pain and associated risk factors.Conclusions: The Brazilian version of the Oliveira questionnaire on low back pain in young people showed valid and reliable cultural adaptation, with good reliability and stability.


2011 ◽  
Vol 22 (11) ◽  
pp. 1413-1418 ◽  
Author(s):  
Mark J. Brandt

Theory predicts that individuals’ sexism serves to exacerbate inequality in their society’s gender hierarchy. Past research, however, has provided only correlational evidence to support this hypothesis. In this study, I analyzed a large longitudinal data set that included representative data from 57 societies. Multilevel modeling showed that sexism directly predicted increases in gender inequality. This study provides the first evidence that sexist ideologies can create gender inequality within societies, and this finding suggests that sexism not only legitimizes the societal status quo, but also actively enhances the severity of the gender hierarchy. Three potential mechanisms for this effect are discussed briefly.


2019 ◽  
Vol 65 (6) ◽  
pp. 520-525 ◽  
Author(s):  
A.V. Mikurova ◽  
V.S. Skvortsov

The overall model for prediction of IC₅₀ values for inhibitors of neuraminidase influenza virus A and B has been created. It combines data about IC₅₀ values of complexes of 40 variants of neuraminidases of influenza A (7 serotypes) and B and three known inhibitors (oseltamivir, zanamivir, peramivir). The model also uses only data of enthalpy contributions to the potential energy of inhibitor/protein and substrate (MUNANA)/protein complexes. The calculation procedures are ported to use software with support of GPU accelerators, that significant decrease the computation time. The corresponding correlation coefficient (R²) for pIC₅₀ prediction was within 0.45-0.58, the SEM values of around 0.7 (the range of used pIC₅₀ data set is from 4.55 to 10.22).


2016 ◽  
Vol 2016 ◽  
pp. 1-7 ◽  
Author(s):  
Wenzhou Wang ◽  
Limeng Shi ◽  
Xiaoqian Zhu

The dependencies between different business lines of banks have serious effects on the accuracy of operational risk estimation. Furthermore, the dependencies are far more complicated than simple linear correlation. While Pearson correlation coefficient is constructed based on the hypothesis of a linear association, the mutual information that measures all the information of a random variable contained in another random variable is a powerful alternative. Based on mutual information, the generalized correlation coefficient which can capture both linear and nonlinear correlation can be derived. This paper models the correlation between business lines by mutual information and normal copula. The experiment on a real-world Chinese bank operational risk data set shows that using mutual information to model the dependencies between business lines is more reasonable than linear correlation.


2020 ◽  
Vol 20 (1) ◽  
Author(s):  
Arwa Gera ◽  
Paolo M. Cattaneo ◽  
Marie A. Cornelis

Abstract Background The Oral Health Impact Profile-14 (OHIP-14) questionnaire assesses quality of life related to people’s perception of oral disorders on their well-being. However, a translated and validated Danish version of OHIP-14 is not yet available. The purpose of this pilot study was to translate and cross-culturally adapt the English version of the OHIP-14 into Danish (OHIP-14-DK). In addition, to assess its content and face validity, internal consistency and test-retest reliability. Methods The English version of OHIP-14 was translated into Danish following a standard protocol of cross-cultural adaptation. Stages I-IV: translation phase to generate a pre-final version “OHIP-14-DK”. Stage V: pre-testing phase. A random sample of 22 orthodontic patients (mean age 24.7 years, SD ±14.8; 14 females, 8 males) were selected at the Section of Orthodontics, Aarhus University, Denmark. All patients self-completed the OHIP-14-DK and were then interviewed to assess its content and face validity. Internal consistency was assessed with Cronbach’s alpha coefficients. All patients completed the same questionnaire again at a one-week interval. Test-retest reliability was assessed using Spearman’s correlation coefficient and intra-class correlation coefficient (ICC). Results The initial and back translations were very similar: the OHIP-14-DK proved to have a good level of equivalence with no translation errors or deviations. Furthermore, the OHIP-14-DK seemed well-adapted to Danish culture and was understood by individuals down to 12 years of age. Pre-testing demonstrated good face and content validity; interviews had a response rate of 100% and confirmed that each item was understandable without inducing reluctance or hesitation. Thus, responses were related to their corresponding item. Therefore, no final adjustments were required for the pre-tested version. Cronbach’s alpha for the OHIP-14-DK subscales fell in the 0.75–0.84 range, indicating an adequate-to-good internal consistency. Spearman’s correlation coefficient for the OHIP-14-DK total score was 0.77. The ICC for the OHIP-14-DK total score was 0.91. Conclusions The OHIP-14-DK seems well adapted to Danish culture, proved to be face and content valid and also showed good internal consistency and excellent reliability. However, its psychometric properties still need to be tested. Study registration Not applicable


1993 ◽  
Vol 21 (4) ◽  
pp. 405-408 ◽  
Author(s):  
P. E. Marik

Animal data have suggested that the systolic pressure variation (SPV) noted during positive pressure ventilation may be a sensitive indicator of hypovolaemia. The aim of this study was to correlate the SPV with the pulmonary capillary wedge pressure (PCWP) in a heterogeneous group of ICU patients on volume-cycled ventilation. Three hundred data sets were collected on 226 patients. The correlation coefficient between the SPV and PCWP for the first half of the data set was - 0.84 (P<0.001). The linear regression formula from this data set was: PCWP = 20- (SPV*0.7). Using this formula the predicted PCWP was then correlated with the measured PCWP using the second half of the data base. The correlation coefficient was 0.87 (P<0.001). The correlation coefficient between the SPV and PCWP for the entire data base (300 observations) was -0.86 (P<0.001). It is concluded that analysis of the arterial pressure tracing may be useful in estimating the pulmonary capillary wedge pressure in ventilated patients.


2019 ◽  
Vol 57 (4) ◽  
pp. 1625-1664
Author(s):  
Rafael Quintana ◽  
Richard Correnti

Most of the literature on the development of educational inequality has operated under the achievement gaps paradigm, often assuming that the underlying normative and methodological foundations related to equality and justice in education are a settled matter. In this article, we argue that important normative dimensions are overlooked with traditional mean-based measures, and that metrics that capture students’ academic mobility as they progress through school can provide the informational base needed to describe and evaluate these policy and socially relevant aspects. We discuss some key normative principles and methodological dimensions related to academic mobility and provide an empirical example of the mobility metrics presented using a nationally representative data set.


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