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But, for these elliptical copula choices, the conditional correlation is constant and coincides with the partial correlation (e.g. Kurowicka and Cooke (2006), Proposition 3.19, p.44).
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Section 2 introduces the various change point models and choices for the conditional distribution.
With a proper choice of the conditional events, the conditional failure probabilities can be made sufficiently large so that they can be estimated by means of simulation with a small number of samples.
Thus, for n ≥ 2 there is not a unique choice of the conditional expectations.
The choice of the conditional mean and conditional variance function are typically made to ensure that predictions/fitted-values from the specified model are admissible.
At least for certain choices of \ \tau\), the conditional form is also not a threat because the only derivation of a contradiction from (i)–(iii) is too long to be carried out in practice.
A maximum likelihood-estimated GARCH model seems to be a better choice for estimating the conditional safety premium as it allows to estimate the model elegantly in one single step.
The choice to control the conditional treatment effect rather than the marginal as proposed by Austin [ 23] was driven by our wish to achieve a probability of 0.50 of experiencing the outcome and to maximize the statistical power considering the small sample size.
Our simulations show that if interactions are suspected, then RFPM is an accurate and more efficient choice for estimating the conditional probabilities, and then for estimating the odds ratios, than is the exploratory logistic regression, LR2, which includes all two-way interactions.
KIN will tend to focus on relationships with subsets of the target population and not with the whole population, whereas MCA and MCG use relationships but make the choice conditional on the impact of the set as a whole.
The selected performance model is a probabilistic timed Petri-Net that includes probabilistic choice places to capture the conditional behavior of the system.
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Justyna Jupowicz-Kozak
CEO of Professional Science Editing for Scientists @ prosciediting.com