Related papers: Bernstein Polynomials and n-Copulas
Extending an earlier estimate for the degree of approximation of overiterated univariate Bernstein operators towards the same operator of degree one, it is shown that an analogous result holds in the $d$-variate case. The method employed…
Copulas, generalized estimating equations, and generalized linear mixed models promote the analysis of grouped data where non-normal responses are correlated. Unfortunately, parameter estimation remains challenging in these three…
Non-uniform estimates are obtained for Poisson, compound Poisson, translated Poisson, negative binomial and binomial approximations to sums of of m-dependent integer-valued random variables. Estimates for Wasserstein metric also follow…
We obtain Stein approximation bounds for stochastic integrals with respect to a Poisson random measure over ${\Bbb R}^d$, $d\geq 2$. This approach relies on third cumulant Edgeworth-type expansions based on derivation operators defined by…
We derive new approximate representations of the Lommel functions in terms of the Scorer function and approximate representations of the first derivative of the Lommel functions in terms of the derivative of the Scorer function. Using the…
Copulas are powerful statistical tools for capturing dependencies across data dimensions. Applying Copulas involves estimating independent marginals, a straightforward task, followed by the much more challenging task of determining a single…
We study nonlinear approximation in $\operatorname{BMO}$ from splines generated by a hierarchy of B-splines over regular multilevel nested partitions of $\mathbb R$. Companion Jackson and Bernstein estimates are established that allow to…
We propose the extension of Fr\'{e}chet-Hoeffding copula bounds for circular data. The copula is a powerful tool for describing the dependency of random variables. In two dimensions, the Fr\'{e}chet-Hoeffding upper (lower) bound indicates…
In this paper we investigate some interesting formulae of q-Euler numbers and polynomials related to the modified q-Bernstein polynomials.
It is known that Bernoulli scheme of independent trials with two outcomes is connected with the binomial coefficients. The aim of this paper is to indicate stochastic processes which are connected with the $q$-polynomial coefficients (in…
Copulas have now become ubiquitous statistical tools for describing, analysing and modelling dependence between random variables. Sklar's theorem, "the fundamental theorem of copulas", makes a clear distinction between the continuous case…
Almost seventy years old Marshall-Olkin copulas, then wider Marshall copulas, and finally even wider shock model (SM) copulas constitute a substantial part of nowadays copula theory due to numerous applications. Recently, Christian Genest…
Empirical copula functions can be used to model the dependence structure of multivariate data. The Greenwald and Khanna algorithm is adapted in order to provide a space-memory efficient approximation to the empirical copula function of a…
We study the extreme points (in the Krein-Milman sense) of the class of semilinear copulas and provide their characterization. Related results into the more general setting of conjunctive aggregation functions (i.e, semi--copulas and…
We investigate affine Berkovich spaces over maximally complete fields and prove that they may be approximated by simpler spaces when the only functions we need to evaluate are polynomials of bounded degree. We derive applications to…
In recent years, both degenerate versions and probabilistic extensions of many special numbers and polynomials have been explored. For instance, degenerate Bernstein polynomials and probabilistic Bernstein polynomials were investigated…
In this article we review existing literature on dynamic copulas and then propose an n-copula which varies in time and space. Our approach makes use of stochastic differential equations, and gives rise to a dynamic copula which is able to…
Given a random sample from a continuous multivariate distribution, Stute's representation is obtained for empirical copula processes constructed from a broad class of smooth, possibly data-adaptive nonparametric copula estimators. The…
The Levenshtein distance is an important tool for the comparison of symbolic sequences, with many appearances in genome research, linguistics and other areas. For efficient applications, an approximation by a distance of smaller…
New copulas, based on perturbation theory, are introduced to clarify a \emph{symmetrization} procedure for asymmetric copulas. We give also some properties of the \emph{symmetrized} copula. Finally, we examine families of copulas with a…