Abstract The Pearson product-moment correlation commonly used as statistical dependence measure was developed assuming normal marginal and addresses only linear dependence. In most applications, the distribution is assumed to be a multivariate normal or lognormal for tractable calculus even if the assumption may not be appropriate. A copula based approach couples marginal distributions to form ...

Truncated multivariate survival models are proposed for the analysis of data from the South Australian Methadone Program. Injecting drug users may have several entries to and exists from the program. A marginal approach for recurrent events is found to provide a useful and simplified basis for modeling the retention of injecting drug users on methadone. The likelihoods and results of fitting tw...

This paper estimates the dynamic effects of marginal tax rate changes on income reported on tax returns in the United States over the 1950-2010 period. After isolating exogenous variation in average marginal tax rates in structural vector autoregressions using a narrative identification approach, I find large positive effects in the top 1% of the income distribution. In contrast to earlier find...

Moghaddam et al. (Moghaddam and Pentland, 1997) first proposed to perform object detection by modelling the marginal probability density function (pdf) of high dimensional features of appearance. Based on gaussian hypotheses, their approach is however not robust to outliers that can occur in images due, for instance, to cluttered backgrounds or partial occlusions. In (Dahyot et al., 2004), robu...

Quantitative studies in many fields involve the analysis of multivariate data of diverse types, including measurements that we may consider binary, ordinal and continuous. One approach to the analysis of such mixed data is to use a copula model, in which the associations among the variables are parameterized separately from their univariate marginal distributions. The purpose of this article is...