Related papers: Bivariate Covariance Functions of P\'olya Type

Driven by growing momentum in two-dimensional geophysical flow modeling, this paper introduces a general family of "thermal" rotating shallow-water models. The models are capable of accommodating thermodynamic processes, such as those…

The main goal of this paper is to obtain sufficient conditions so that Le Roy type functions and multivariate Le Roy type functions satisfy subordination of exponential function. Moreover conditions on parameters have been derived to claim…

We introduce a notion of complexity for systems of linear forms, called sequential Cauchy-Schwarz complexity, which is parametrized by two positive integers $k,\ell$ and refines the notion of Cauchy-Schwarz complexity introduced by Green…

A methodology is developed for the adjustment of the covariance matrices underlying a multivariate constant time series dynamic linear model. The covariance matrices are embedded in a distribution-free inner-product space of matrix objects…

We present a calculation of the matter power spectrum covariance matrix ${\rm Cov}(\bf{k}_1,\bf{k}_2)$ that uses power spectrum responses to accurately describe the coupling between large- and small-scale modes beyond the perturbative…

We consider Problem 6.94 posed in the book Concrete Mathematics by Graham, Knuth, and Patashnik, and solve it by using bivariate exponential generating functions. The family of recurrence relations considered in the problem contains many…

This paper provides a simple, yet reliable, alternative to the (Bayesian) estimation of large multivariate VARs with time variation in the conditional mean equations and/or in the covariance structure. With our new methodology, the original…

We introduce the Cauchy augmentation operator for basic hypergeometric series. Heine's ${}_2\phi_1$ transformation formula and Sears' ${}_3\phi_2$ transformation formula can be easily obtained by the symmetric property of some parameters in…

Bi-factor and second-order models based on copulas are proposed for item response data, where the items can be split into non-overlapping groups such that there is a homogeneous dependence within each group. Our general models include the…

Based on the concept of a L\'evy copula to describe the dependence structure of a multivariate L\'evy process we present a new estimation procedure. We consider a parametric model for the marginal L\'evy processes as well as for the L\'evy…

This paper studies variance functions of Cauchy-Stieltjes Kernel families generated by compactly supported centered probability measures. We describe several operations that allow us to construct additional variance functions from known…

We introduce bivariate versions of the continuous q-Hermite polynomials. We obtain algebraic properties for them (generating function, explicit expressions in terms of the univariate ones, backward difference equations and recurrence…

The paper introduces and studies the notions of Lipschitzian and H\"olderian full stability of solutions to three-parametric variational systems described in the generalized equation formalism involving nonsmooth base mappings and partial…

We derive necessary and sufficient conditions for all global symmetries of the most general two Higgs doublet model (2HDM) scalar potential entirely in terms of reparametrization independent, i.e. basis invariant, objects. This culminates…

This paper argues that the half-Cauchy distribution should replace the inverse-Gamma distribution as a default prior for a top-level scale parameter in Bayesian hierarchical models, at least for cases where a proper prior is necessary. Our…

We discuss Bayesian inference for a known-mean Gaussian model with a compound symmetric variance-covariance matrix. Since the space of such matrices is a linear subspace of that of positive definite matrices, we utilize the methods of…

Maximum likelihood style estimators possesses a number of ideal characteristics, but require prior identification of the distribution of errors to ensure exact unbiasedness. Independent of the focus of the primary statistical analysis, the…

The theory of regular variation, in its Karamata and Bojani\'c-Karamata/de Haan forms, is long established and makes essential use of the Cauchy functional equation. Both forms are subsumed within the recent theory of Beurling regular…

A one parameter generalization of Ward's chiral model in 2+1 dimensions is given. Like the original model the present one is integrable and possesses a positive-definite and conserved energy and $y$-momentum. The details of the scattering…

This paper concerns a class of Banach valued processes which have finite quadratic variation. The notion introduced here generalizes the classical one, of M\'etivier and Pellaumail which is quite restrictive. We make use of the notion of…