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We search for hidden mirror symmetries at large angular scales in the WMAP 7 year Internal Linear Combination map of CMB temperature anisotropies using global pixel based estimators introduced for this aim. Two different axes are found for…

Cosmology and Nongalactic Astrophysics · Physics 2015-03-19 F. Finelli , A. Gruppuso , F. Paci , A. A. Starobinsky

Under a mild condition we give closed-form expressions for copulas of systems that consist of maxima and of minima of subvectors of a given random vector $X$ with continuous marginals. Said expressions appear explicit in the copula of $X$…

Probability · Mathematics 2015-12-31 Matija Vidmar , Matjaž Omladič

Parametric copula families have been known to flexibly capture various dependence patterns, e.g., either positive or negative dependence in either the lower or upper tails of bivariate distributions. In this paper, our objective is to…

Methodology · Statistics 2025-02-11 Ruyi Pan , Luis E. Nieto-Barajas , Radu Craiu

Many types of bounded data defined on the unit interval arise naturally as ratios of the form $X/(X + Y)$. In the existing literature, the main statistical models proposed for this type of bounded data typically based on the assumption that…

Methodology · Statistics 2026-03-04 Roberto Vila , Felipe Quintino , Marcelo Bourguignon

We present two-dimensional resistive magnetohydrodynamic simulations of line-tied asymmetric magnetic reconnection in the context of solar flare and coronal mass ejection current sheets. The reconnection process is made asymmetric along the…

Solar and Stellar Astrophysics · Physics 2015-06-04 N. A. Murphy , M. P. Miralles , C. L. Pope , J. C. Raymond , H. D. Winter , K. K. Reeves , D. B. Seaton , A. A. van Ballegooijen , J. Lin

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,…

Methodology · Statistics 2025-09-10 Mous-Abou Hamadou , Martial Longla

Financial crises are usually associated with increased cross-sectional dependence between asset returns, causing asymmetry between the lower and upper tail of return distribution. The detection of asymmetric dependence is now understood to…

Econometrics · Economics 2025-01-07 Lorenzo Frattarolo

When scholars study joint distributions of multiple variables, copulas are useful. However, if the variables are not linearly correlated with each other yet are still not independent, most of conventional copulas are not up to the task.…

Methodology · Statistics 2023-08-08 Kentaro Fukumoto

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…

Statistics Theory · Mathematics 2021-06-29 Mohamed El Maazouz , Ahmed Sani

A novel positive dependence property is introduced, called positive measure inducing (PMI for short), being fulfilled by numerous copula classes, including Gaussian, Fr\'echet, Farlie-Gumbel-Morgenstern and Frank copulas; it is conjectured…

Methodology · Statistics 2023-06-19 Sebastian Fuchs , Marco Tschimpke

We conducted isothermal MHD simulations with self-gravity to investigate the properties of dense cores in cluster-forming clumps. Two different setups were explored: a single rotating clump and colliding clumps. We focused on determining…

Astrophysics of Galaxies · Physics 2023-08-22 Shinichi. W. Kinoshita , Fumitaka Nakamura

We propose an approach to construct a new family of generalized Farlie-Gumbel-Morgenstern (GFGM) copulas that naturally scales to high dimensions. A GFGM copula can model moderate positive and negative dependence, cover different types of…

Statistics Theory · Mathematics 2022-09-29 Christopher Blier-Wong , Hélène Cossette , Sébastien Legros , Etienne Marceau

We propose a new family of copulas generalizing the Farlie-Gumbel-Morgenstern family and generated by two univariate functions. The main feature of this family is to permit the modeling of high positive dependence. In particular, it is…

Statistics Theory · Mathematics 2011-03-31 Cécile Amblard , Stéphane Girard

A factor copula model is proposed in which factors are either simulable or estimable from exogenous information. Point estimation and inference are based on a simulated methods of moments (SMM) approach with non-overlapping simulation…

Econometrics · Economics 2022-12-02 Alexander Mayer , Dominik Wied

There has been a recent surge of interest in coupling methods for Markov chain Monte Carlo algorithms: they facilitate convergence quantification and unbiased estimation, while exploiting embarrassingly parallel computing capabilities.…

Computation · Statistics 2025-09-03 Tamás P. Papp , Chris Sherlock

Using a characterization of Mutual Complete Dependence copulas, we show that, with respect to the Sobolev norm, the MCD copulas can be approximated arbitrarily closed by shuffles of Min. This result is then used to obtain a characterization…

Statistics Theory · Mathematics 2012-04-03 Pongpol Ruankong , Tippawan Santiwipanont , Songkiat Sumetkijakan

Post-training pretrained autoregressive models (ARMs) into masked diffusion models (MDMs) has emerged as a cost-effective way to overcome the limitations of sequential generation. Yet it remains unclear whether post-trained MDMs acquire…

Machine Learning · Computer Science 2026-05-29 Injin Kong , Hyoungjoon Lee , Yohan Jo

The omnipotence of copulas when modeling dependence given marg\-inal distributions in a multivariate stochastic situation is assured by the Sklar's theorem. Montes et al.\ (2015) suggest the notion of what they call an \emph{imprecise…

Probability · Mathematics 2022-09-29 Matjaž Omladič , Damjan Škulj

The rigid-irrotational flow transformation in the previous microscopic cranking model (MCRM) for nuclear collective rotation about a single axis and its coupling to intrinsic motion is generalized. This generalization allow us to consider…

Nuclear Theory · Physics 2017-09-12 Parviz Gulshani

A new class of bivariate distributions is introduced that extends the Generalized Marshall-Olkin distributions of Li and Pellerey (2011). Their dependence structure is studied through the analysis of the copula functions that they induce.…

Mathematical Finance · Quantitative Finance 2017-02-13 Sabrina Mulinacci