1 citations · 1 across the 9 of their papers we have counts for
10 papers
A subcopula characterization of dependence for the Multivariate Bernoulli Distribution
Arturo Erdely
By applying Sklar's theorem to the Multivariate Bernoulli Distribution (MBD), this paper proposes a framework to decouple marginal distributions from the dependence structure, clar…
Visual analysis of bivariate dependence between continuous random variables
Arturo Erdely, Manuel Rubio-Sanchez
Scatter plots are widely recognized as fundamental tools for illustrating the relationship between two numerical variables. Despite this, based on solid theoretical foundations, sc…
A polynomial regression model for excess mortality in Mexico 2020-2022 due to the COVID-19 pandemic
Andreu Comas-García, Arturo Erdely
Based on the comprehensive national death registry of Mexico spanning from 1998 to 2022 a point and interval estimation method for the excess mortality in Mexico during the years 2…
Copula-based statistical dependence visualizations
Arturo Erdely, Manuel Rubio-Sanchez
A frequent task in exploratory data analysis consists in examining pairwise dependencies between data variables. Popular approaches include visualizing correlation or scatter plot…
A copula based approach for electoral quick counts
Arturo Erdely
An electoral quick count is a statistical procedure whose main objective is to obtain a relatively small but representative sample of all the polling stations in a certain election…
Copula-based piecewise regression
Arturo Erdely
Most common parametric families of copulas are totally ordered, and in many cases they are also positively or negatively regression dependent and therefore they lead to monotone re…
A subcopula based dependence measure
Arturo Erdely
A dependence measure for arbitrary type pairs of random variables is proposed and analyzed, which in the particular case where both random variables are continuous turns out to be…
Value at risk and the diversification dogma
Arturo Erdely
The so-called risk diversification principle is analyzed, showing that its convenience depends on individual characteristics of the risks involved and the dependence relationship a…
A note on linear B-spline copulas
Arturo Erdely
In this brief note we prove that linear B-spline copulas is not a new family of copulas since they are equivalent to checkerboard copulas, and discuss in particular how they are us…
Backtesting forecast accuracy
Arturo Erdely
A statistical test based on the geometric mean is proposed to determine if a predictive model should be rejected or not, when the quantity of interest is a strictly positive contin…