Related papers: Bivariate copulas defined from matrices

The concept of a fully interlacing matrix of formal power series with real coefficients is introduced. This concept extends and strengthens that of an interlacing sequence of real-rooted polynomials with nonnegative coefficients, in the…

We give a constructive proof for the superbosonization formula for invariant random matrix ensembles, which is the supersymmetry analog of the theory of Wishart matrices. Formulas are given for unitary, orthogonal and symplectic symmetry,…

Compound distributions allow construction of a rich set of distributions. Typically they involve an intractable integral. Here we use a quadrature approximation to that integral to define the quadrature compound family. Special care is…

We propose, for multivariate Gaussian copula models with unknown margins and structured correlation matrices, a rank-based, semiparametrically efficient estimator for the Euclidean copula parameter. This estimator is defined as a one-step…

The differential systems satisfied by orthogonal polynomials with arbitrary semiclassical measures supported on contours in the complex plane are derived, as well as the compatible systems of deformation equations obtained from varying such…

We define new families of noncommutative symmetric functions and quasi-symmetric functions depending on two matrices of parameters, and more generally on parameters associated with paths in a binary tree. Appropriate specializations of both…

We extend the notion of matroid representations by matrices over fields and consider new representations of matroids by matrices over finite semirings, more precisely over the boolean and the superboolean semirings. This idea of…

In this paper there are considered some scalar valued groupoid bihomomorphism structures, being in fact the groupoid counterparts of the inner product notion originally defined for vectors. These bihomomorphisms, called here the semi-inner…

We study a family of free stochastic processes whose covariance kernels $K$ may be derived as a transform of a tempered measure $\sigma$. These processes arise, for example, in consideration non-commutative analysis involving free…

Inference on the parametric part of a semiparametric model is no trivial task. If one approximates the infinite dimensional part of the semiparametric model by a parametric function, one obtains a parametric model that is in some sense…

In the present paper we derive complicated families of orthogonal polynomials in one variable from scratch using the known ones as building blocks. We recall the basics of operational formalism and introduce the notations we use throughout…

Commutative hypercomplex algebras offer significant advantages over traditional quaternions due to their compatibility with linear algebra techniques and efficient computational implementation, which is crucial for broad applicability. This…

In this work we study the problem of constructing stochastic processes with a predetermined covariance decay by parameterizing its marginals and a given family of copulas. We show that the proposed methodology is compatibility-free and…

We study a one-parameter family of binomial-convolution operators acting on sequences. These operators form an additive semigroup with an explicit inverse, and they subsume iterated classical binomial transforms as a special case. We…

There are several methods to treat ensembles of random matrices in symmetric spaces, circular matrices, chiral matrices and others. Orthogonal polynomials and the supersymmetry method are particular powerful techniques. Here, we present a…

Bivariate copulas with prescribed diagonal section were first studied by Bertino. Their maximality was studied so far only from the point of view of upper bounds which brings quasi-copulas into the picture and limits the resulting set…

We study spanning properties of a family of functions translated along simple model sets. We characterize tight frame and dual frame generators for such irregular translates and we apply the results to Gabor systems. We use the connection…

For an arbitrary commutative ring k and t in k, we construct a 2-functor S_t which sends a tensor category to a new tensor category. By applying it to the representation category of a bialgebra we obtain a family of categories which…

We present a method to derive new explicit expressions for bidiagonal decompositions of Vandermonde and related matrices such as the (q-, h-) Bernstein-Vandermonde ones, among others. These results generalize the existing expressions for…

We glue two families of Bernstein-Szego polynomials to construct the eigenbasis of an associated finite-dimensional Jacobi matrix. This gives rise to finite orthogonality relations for this composite eigenbasis of Bernstein-Szego…