Although the economic integration of immigrants has been the subject of a large number of studies, the research on the effect of intermarriage on immigrants' economic integration/assimilation is scarce and has no equivalence in the literature on the receipt of social assistance. This study fills this gap in the literature by estimating the structural state dependence in social assistance in Swe...

This paper investigates whether or not there are significant changes in the dependence between the Thai equity market and six Asian markets namely, Singaporean, Malaysian, Hong Kong, Korean, Indonesian and Taiwanese markets due to 1997-July financial crisis. If so, this may be an indication that the underlying bivariate joint distributions capturing the dependence between the Thai market and th...

The residual dependence index of bivariate Gaussian distributions is determined by the correlation coefficient. This tail index is of certain statistical importance when extremes and related rare events of bivariate samples with asymptotic independent components are being modeled. In this paper we calculate the partial residual dependence indices of a multivariate elliptical random vector assum...

This manuscript is concerned with relating two approaches that can be used to explore complex dependence structures between categorical variables, namely Bayesian partitioning of the covariate space incorporating a variable selection procedure that highlights the covariates that drive the clustering, and log-linear modelling with interaction terms. We derive theoretical results on this relation...

Extremal dependence between international stock markets is of particular interest in today’s global financial landscape. However, previous studies have shown this dependence is not necessarily stationary over time. We concern ourselves with modeling extreme value dependence when that dependence is changing over time, or other suitable covariate. Working within a framework of asymptotic dependen...

Maximum autoregressive processes like MARMA (Davis and Resnick, [5] 1989) or power MARMA (Ferreira and Canto e Castro, [12] 2008) have singular joint distributions, an unrealistic feature in most applications. To overcome this pitfall, absolute continuous versions were presented in Alpuim and Athayde [2] (1990) and Ferreira and Canto e Castro [14] (2010b), respectively. We consider an extended ...

This study explores the extent to which farmers in the Three Gorges Reservoir area remain highly dependent on agriculture despite rapid urbanization and industrialization. The study focuses on the factors that determine a household’s choice of livelihood strategy, with a particular focus on the production of and dependence on agricultural products. Using a sustainable livelihoods approach and s...

The eye gaze behavior of individuals changes depending on their knowledge and experience of the event occurring in their field of view. In past studies, researchers formulated a hypothesis concerning this dependency on a specific scene and then analyzed the gaze behavior of viewers observing the scene. We depart from this hypothesis-testing paradigm. In this paper, we propose a datamining frame...

Our aim in this article is to obtain efficient estimators of the parameters of the bivariate Kotz type distribution considering a particular matrix-variate joint dependence between the sample random vectors. As the normal law is a particular Kotz type distribution, it seems reasonable, taking into account the known results about the normal law, to search such estimators inside the family of unb...