The neurotoxic effects of chemical agents are often investigated in controlled studies on rodents, with multiple binary and continuous endpoints routinely collected. One goal is to conduct ...

In this lecture, the bivariate twin model is extended to the multivariate twin model. It is explained how the variance in four traits is decomposed into additive genetic, non-additive genetic, and ...

Consider two random variables subject to random right censoring, for example, the survival times of twins or two recurrence times of a certain disease recorded on the same individual. Of interest is ...

In this lecture, the univariate twin model is extended to the bivariate twin model. It is explained how the variance in two traits is decomposed into additive genetic, non-additive genetic, and ...

We apply distortion functions to bivariate survival functions for nonnegative random variables. This leads to a natural extension of univariate distortion risk measures to the multivariate setting.

Disclaimer: This Working Paper should not be reported as representing the views of the IMF.The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those ...