Related papers: Bernstein Polynomials and n-Copulas
Quantitative studies in many fields involve the analysis of multivariate data of diverse types, including measurements that we may consider binary, ordinal and continuous. One approach to the analysis of such mixed data is to use a copula…
In this paper we present a surprisingly general extension of the main result of a paper that appeared in this journal: I. Montes et al., Sklar's theorem in an imprecise setting, Fuzzy Sets and Systems, 278 (2015), 48--66. The main tools we…
By using a new test function and the gradient estimate technique, we obtain a better Bernstein type result of translating solitons.
We obtain bounds on the average size of Bohr sets with coefficients parametrised by polynomials over finite fields and obtain a series of general results and also some sharper results for specific sets which are important for applications…
In this paper we consider the approximation of a function by its interpolating multilinear spline and the approximation of its derivatives by the derivatives of the corresponding spline. We derive formulas for the uniform approximation…
The estimation of dependencies between multiple variables is a central problem in the analysis of financial time series. A common approach is to express these dependencies in terms of a copula function. Typically the copula function is…
We will prove the Brannan conjecture for particular values of the parameter. The basic tool of the study is an integral representation published in a recent work [3].
Given a submodular capacity space, we prove the uniform convergence in capacity and also the uniform convergence in the Choquet-mean of order $p\ge1$ with a quantitative estimate, of the multivariate Bernstein polynomials associated to a…
In some areas of knowledge there are data representing directions restricted to a specific range of values. Consequently, it is useful to have models for describing variables defined in subsets of the k-dimensional unit sphere. This need…
A new approach is presented for the calculation of p_n and pi_n which uses the Lambert W function. An approximation is first found and using a calculation technique it makes it possible to have an estimate of these two quantities more…
One of the main purposes of this article is to give functional equations and differential equations between Bernstein basis functions and generating functions of B-spline curves. Using these equations, very useful formulas containing the…
Vine copulas are a useful statistical tool to describe the dependence structure between several random variables, especially when the number of variables is very large. When modeling data with vine copulas, one often is confronted with a…
Estimating copulas with discrete marginal distributions is challenging, especially in high dimensions, because computing the likelihood contribution of each observation requires evaluating $2^{J}$ terms, with $J$ the number of discrete…
This paper investigates the combinatorics that gives rise to the Boltzmann probability distribution. Despite being one of the most important distributions in physics and other fields of science, the mathematics of the underlying model of…
When implementing regular enough functions (e.g., elementary or special functions) on a computing system, we frequently use polynomial approximations. In most cases, the polynomial that best approximates (for a given distance and in a given…
We generalize the notion of essential closures which is used in formulating a geometric necessary condition for a set to be the support of a multivariate copula. Furthermore, in some special cases, we derive an explicit formula of the…
We consider measures supported on the bi-circle and review the recurrence relations satisfied by the orthogonal polynomials associated with these measures constructed using the lexicographical or reverse lexicographical ordering. New…
A useful method for representing Bayesian classifiers is through \emph{discriminant functions}. Here, using copula functions, we propose a new model for discriminants. This model provides a rich and generalized class of decision boundaries.…
We introduce a multivariate analogue of Bernoulli polynomials and give their fundamental properties: difference and differential relations, symmetry, explicit formula, inversion formula, multiplication theorem, and binomial type formula.…
A broad class of smooth, possibly data-adaptive nonparametric copula estimators that contains empirical Bernstein copulas introduced by Sancetta and Satchell (and thus the empirical beta copula proposed by Segers, Sibuya and Tsukahara) is…