The purpose of this paper is to introduce a new estimation method for estimating the Archimedean copula dependence parameter in the non-parametric setting. The estimation of the dependence parameter has been selected as the value that minimizes the Cramér-von-Mises distance which measures the distance between Empirical Bernstein Kendall distribution function and true Kendall distribution functi...

modeling dependence structure in financial economics is of paramount importance when estimating portfolio’s value at risk, since risk of an asset in addition to its own behavior is also dependent on the behavior of other assets in the portfolio. application of joint distribution copula is one of the methods for incorporation dependence at lower and upper tail of returns’ distribution in financi...

background: chronic use of opioids usually results in physical dependence. the underlying mechanisms for this dependence are still being evaluated. transient receptor potential vanilloid type 1 (trpv1) are important receptors of pain perception. their role during opioid dependence has not been studied well. the aim of this study was to evaluate the effect of morphine-dependence on the expressio...

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Background: The incidence of suicide is higher in individuals with post-traumatic stress disorder (PTSD) than the general population. This prevalence rate is related to many factors including drug dependence. This study was conducted in people wounded during the Iran-Iraq war with PTSD, in order to compare the risk of suicide in those with and without drug and nicotine dependence.Methods: This ...

Every variable of an ordered set depends on a number of the preceding variables. Hypotheses on the minimal number of such variables are formulated, likelihood ratio tests obtained for the normal case and these are extended to a simple decision rule. The results can be generalized to several variables at each stage of the order.