Related papers: Bernstein Polynomials and n-Copulas
Multivariate distributions are fundamental to modeling. Discrete copulas can be used to construct diverse multivariate joint distributions over random variables from estimated univariate marginals. The space of discrete copulas admits a…
Pickands dependence functions characterize bivariate extreme value copulas. In this paper, we study the class of polynomial Pickands functions. We provide a solution for the characterization of such polynomials of degree at most $m+2$,…
When scholars study joint distributions of multiple variables, copulas are useful. However, if the variables are not linearly correlated with each other yet are still not independent, most of conventional copulas are not up to the task.…
This paper describes a novel method to approximate the polynomial coefficients of regression functions, with particular interest on multi-dimensional classification. The derivation is simple, and offers a fast, robust classification…
This paper considers binomial approximation of continuous time stochastic processes. It is shown that, under some mild integrability conditions, a process can be approximated in mean square sense and in other strong metrics by binomial…
Vine copulas (or pair-copula constructions) have become an important tool for high-dimensional dependence modeling. Typically, so called simplified vine copula models are estimated where bivariate conditional copulas are approximated by…
Although copulas are used and defined for various infinite-dimensional objects (e.g. Gaussian processes and Markov processes), there is no prevalent notion of a copula that unifies these concepts. We propose a unified approach and define…
In probability and statistics, copulas play important roles theoretically as well as to address a wide range of problems in various application areas. We introduce the concept of multivariate discrete copulas, discuss their equivalence to…
We use discrete holomorphic polynomials to prove that, given a refining sequence of critical maps of a Riemann surface, any holomorphic function can be approximated by a converging sequence of discrete holomorphic functions.
We investigate some interesting properties of Bernstein polynomials associated with boson p-adic integrals on Zp.
Sarmanov copulas offer a simple and tractable way to build multivariate distributions by perturbing the independence copula. They admit closed-form expressions for densities and many functionals of interest, making them attractive for…
We describe a simple method for making inference on a functional of a multivariate distribution. The method is based on a copula representation of the multivariate distribution and it is based on the properties of an Approximate Bayesian…
We prove an analogue of the classical Bernstein theorem concerning the rate of polynomial approximation of piecewise analytic functions on a compact subset of the real line.
This paper presents a stochastic approach to theorems concerning the behavior of iterations of the Bernstein operator $B_n$ taking a continuous function $f \in C[0,1]$ to a degree-$n$ polynomial when the number of iterations $k$ tends to…
In this paper, we present a new iterative approximate method of solving boundary value problems. The idea is to compute approximate polynomial solutions in the Bernstein form using least squares approximation combined with some properties…
We consider approximation by functions with finite support and characterize its approximation spaces in terms of interpolation spaces and Lorentz spaces.
Grouped data are commonly encountered in applications. The Bernstein polynomial model is proposed as an approximate model in this paper for estimating a univariate density function based on grouped data. The coefficients of the Bernstein…
We consider the pointwise weighted approximation by Bernstein operators with inner singularities. The related weight functions are weights $\bar{w}(x)=|x-\xi|^\alpha(0<\xi<1,\ \alpha>0).$ In this paper we give direct and inverse results of…
It is known that for every $s\in]1,2[$ there is a copula whose support is a self-similar fractal set with Hausdorff -- and box-counting -- dimension $s$. In this paper we provide similar results for (proper) quasi-copulas, in both the…
We introduce poly-Bernoulli polynomials in two variables by using a generalization of Stirling numbers of the second kind that we studied in a previous work. We prove the bi-variate poly-Bernoulli polynomial version of some known results on…