Related papers: Bivariate copulas defined from matrices
We describe here a new method to estimate copula measure. From N observations of two variables X and Y, we draw a huge number m of subsamples (size n<N), and we compute the joint ranks in these subsamples. Then, for each bivariate rank…
In this paper a general theory of semi-classical matrix orthogonal polynomials is developed. We define the semi-classical linear functionals by means of a distributional equation $D(u A) = u B,$ where $A$ and $B$ are matrix polynomials.…
Random matrix models based on an integral over supermatrices are proposed as a natural extension of bosonic matrix models. The subtle nature of superspace integration allows these models to have very different properties from the analogous…
We introduce an extended d-variate Farlie-Gumbel-Morgenstern (FGM) copula that incorporates additional parameters based on Legendre polynomials to enhance the representation of multivariate dependence structures. Within an i.i.d. framework,…
Sigmoid functions play an important role in many areas of applied mathematics, including machine learning, population dynamics and probability. We place the study of sigmoid functions in the context of the derivative sub-group of the group…
Copulas are popular as models for multivariate dependence because they allow the marginal densities and the joint dependence to be modeled separately. However, they usually require that the transformation from uniform marginals to the…
Parametric factor copula models typically work well in modeling multivariate dependencies due to their flexibility and ability to capture complex dependency structures. However, accurately estimating the linking copulas within these models…
In this paper we propose a Farlie-Gumbel-Morgenstern (FGM) family of bivariate linear exponential distributions generated from given marginal's. Therefore, properties of FGM are analogous to properties of bivariate distributions. We study…
We present a constructive and self-contained approach to data driven general partition-of-unity copulas that were recently introduced in the literature. In particular, we consider Bernstein-, negative binomial and Poisson copulas and…
Implicit copulas are the most common copula choice for modeling dependence in high dimensions. This broad class of copulas is introduced and surveyed, including elliptical copulas, skew $t$ copulas, factor copulas, time series copulas and…
The classical work of Feferman Vaught gives a powerful, constructive analysis of definability in (generalized) product structures, and certain associated enriched Boolean structures. %structures in terms of definability in the component…
We continue our study of topological partial *-algebras, focusing our attention to *-semisimple partial *-algebras, that is, those that possess a {multiplication core} and sufficiently many *-representations. We discuss the respective roles…
We discuss recent developments in the study of semiorthogonal decompositions of algebraic varieties with an emphasis on their behaviour in families. First, we overview new results concerning homological projective duality. Then we introduce…
A bivariate distribution with continuous margins can be uniquely decomposed via a copula and its marginal distributions. We consider the problem of estimating the copula function and adopt a Bayesian approach. On the space of copula…
This article is devoted to the investigation of semidirect products of groups of loops and groups of diffeomorphisms of finite and infinte dimensional real, complex and quaternion manifolds. Necessary statements about quaternion manifolds…
On the basis of the Berkovits pure spinor formalism of covariant quantization of supermembrane, we attempt to construct a M(atrix) theory which is covariant under $SO(1,10)$ Lorentz group. We first construct a bosonic M(atrix) theory by…
We prove that every quasi-copula can be written as a uniformly converging infinite sum of multiples of copulas. Furthermore, we characterize those quasi-copulas which can be written as a finite sum of multiples of copulas, i.e., that are a…
Semi-direct products of finite groups have permutation representations that are constructed from the permutation representations of their constituents. One can envision these in a metaphoric sense in which a rope is made from a bundle of…
We introduce a new model for random simplicial complexes which with high probability generates a complex that has a simply-connected double cover. Hence we develop a model for random simplicial complexes with fundamental group…
Sklar's theorem is an important tool that connects bidimensional distribution functions with their marginals by means of a copula. When there is imprecision about the marginals, we can model the available information by means of p-boxes,…