The extremal dependence of a random vector describes the tail behaviors of joint probabilities of the random vector with respect to that of its margins, and has been often studied by using the tail dependence function of its copula. A tail density approach is introduced in this paper to analyze extremal dependence of the copulas that are specified only by densities. The relation between the cop...

This paper analyzes the results of applying data dependence calculations to the Perfect Benchmarks suite. We show that it is possible to measure the optimal parallelism, as deened by our model, and to compare the obtained parallelism for various data dependence tests with the optimal parallelism. Using these techniques, we nd that a variation of Banerjee's inequalities is suucient in all cases ...

BACKGROUND/AIMS We investigated the psychometric properties of a German translation of the 12-item Autonomy over Tobacco Scale (AUTOS) among 1,195 eighth-grade students. METHODS Data for this study were collected as part of the fourth wave of data collection of the Smokefree Class Competition intervention in the Saxony-Anhalt region of Germany. Students from the control arm of the Smokefree C...

The paper discusses how to reduce statecharts model by slicing. We start with the discussion of control dependencies and data dependencies in statecharts. The andor statechart dependence graph is introduced to represent control and data dependecies for statecharts. We show how to slice statecharts by using this dependence graph. Our slicing approach helps systems analysts and systems designers ...

In this paper, we investigate extreme events in high frequency, multivariate FX returns within a purposely built framework. We generalize univariate tests and concepts to multidimensional settings and employ these novel techniques for parametric and nonparametric analysis. In particular, we investigate and quantify the co-dependence of cross-sectional and intertemporal extreme events. We find e...

We propose new summary statistics quantifying several forms of dependence between types in a spatial pattern of points classiied into distinct types. These statistics are the multivariate counterparts of the J-function for point processes of a single type, introduced in 18]. They are based on comparing distances from a type i point to either the nearest type j point or to the nearest point in t...

Dependence modelling and estimation is a key issue in the assessment of financial risk. It is common knowledge meanwhile that the multivariate normal model with linear correlation as its natural dependence measure is by no means an ideal model. We suggest a large class of models and a dependence function, which allows us to capture the complete extreme dependence structure of a portfolio. We al...

Given the explosive growth of data collected from current business environment, data mining can potentially discover new knowledge to improve managerial decision making. We propose a novel data mining approach that employs evolutionary programming to discover knowledge represented in Bayesian networks and apply the approach to marketing data. There are two different approaches to the network le...

conclusions low onset age of smoking cigarettes, high novelty seeking and low cooperativeness in opiate dependents are among the important personality traits in future use of drugs that can predict the subsequent onset of using opiate drugs. results opiate addicts had higher scores in novelty seeking dimension and lower scores in cooperativeness compared to nicotine addicts. the onset age of sm...

conclusions results showed that sexual dysfunction is a prevalent disorder in opioid-dependent males. addiction withdrawal centers should be warned about the dysfunction caused by opioids and, from a clinical perspective, it is imperative that patients misusing opiates and those treated with methadone are routinely asked about their sexual functioning so that, if indicated, appropriate investig...