Related papers: Characterization of Extreme Copulas
Conditionally specified models are often used to describe complex multivariate data. Such models assume implicit structures on the extremes. So far, no methodology exists for calculating extremal characteristics of conditional models since…
We prove that if $E \subseteq \mathbb{R}^d$ ($d\geq 2$) is a Lebesgue-measurable set with density larger than $\frac{n-2}{n-1}$, then $E$ contains similar copies of every $n$-point set $P$ at all sufficiently large scales. Moreover,…
The conventional definition of extremality of a finite collection of sets is extended by replacing a fixed point (extremal point) in the intersection of the sets by a collection of sequences of points in the individual sets with the…
Finding upper and lower bounds to integrals with respect to copulas is a quite prominent problem in applied probability. In their 2014 paper, Hofer and Iaco showed how particular two dimensional copulas are related to optimal solutions of…
We give conditions under which the blowup of an extremal K\"ahler manifold along a submanifold of codimension greater than two admits an extremal metric. This generalizes work of Arezzo-Pacard-Singer, who considered blowups in points.
In this paper, we investigate several subsets of $n$-copulas and $n$-quasi-copulas from the perspective of convex-lineability and the recently introduced concept of convex-spaceability. Our purpose is to determine when such families contain…
In this paper, we obtain general representations for the joint distributions and copulas of arbitrary dependent random variables absolutely continuous with respect to the product of given one-dimensional marginal distributions. The…
In this paper we characterize the extremal points of the unit ball of the Benamou--Brenier energy and of a coercive generalization of it, both subjected to the homogeneous continuity equation constraint. We prove that extremal points…
The empirical copula process plays a central role in the asymptotic analysis of many statistical procedures which are based on copulas or ranks. Among other applications, results regarding its weak convergence can be used to develop…
We study the convex polytope of n x n stochastic matrices that define locally differentially private mechanisms. We first present invariance properties of the polytope and results reducing the number of constraints needed to define it. Our…
Starting from the characterization of extreme-value copulas based on max-stability, large-sample tests of extreme-value dependence for multivariate copulas are studied. The two key ingredients of the proposed tests are the empirical copula…
Copula modeling consists in finding a probabilistic distribution, called copula, whereby its coupling with the marginal distributions of a set of random variables produces their joint distribution. The present work aims to use this…
We continue the development of real noncommutative (nc) convexity, building on the recent and profound complex theory of Davidson and Kennedy. The present paper focuses on the theory of nc extreme points (and pure and maximal points) and…
We investigate N-extended supersymmetry in one-dimensional quantum mechanics on a circle with point singularities. For any integer n, N=2n supercharges are explicitly constructed and a class of point singularities compatible with…
We define in a probabilistic way a parametric family of multivariate extreme value distributions. We derive its copula, which is a mixture of several complete dependent copulas and total independent copulas, and the bivariate tail…
Let $A$ be a set of $n$ positive integers. We say that a subset $B$ of $A$ is a divisor of $A$, if the sum of the elements in $B$ divides the sum of the elements in $A$. We are interested in the following extremal problem. For each $n$,…
Exceptional points~(EPs) appear as degeneracies in the spectrum of non-Hermitian matrices at which the eigenvectors coalesce. In general, an EP of order $n$ may find room to emerge if $2(n-1)$ real constraints are imposed. Our results show…
We consider empirical multi-dimensional Rare Events Point Processes that keep track both of the time occurrence of extremal observations and of their severity, for stochastic processes arising from a dynamical system, by evaluating a given…
Despite the fact that copulas are commonly considered as analytically smooth/regular objects, derivatives of copulas have to be handled with care. Triggered by a recently published result characterizing multivariate copulas via…
The paper is devoted to the study of extremal points of $\mathcal{C}$, the family of all two-variate coherent distributions on $[0,1]^2$. It is well-known that the set $\mathcal{C}$ is convex and weak$^*$ compact, and all extreme points of…