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This paper introduces an innovative method for constructing copula models capable of describing arbitrary non-monotone dependence structures. The proposed method enables the creation of such copulas in parametric form, thus allowing the…
We study a model of spinless fermions with infinite nearest-neighbor repulsion on the square ladder which has microscopic supersymmetry. It has been conjectured that in the continuum the model is described by the superconformal minimal…
Ab initio simulations of dislocations are essential to build quantitative models of material strength, but the required system sizes are often at or beyond the limit of existing methods. Many important structures are thus missing in the…
This paper considers the efficient estimation of copula-based semiparametric strictly stationary Markov models. These models are characterized by nonparametric invariant (one-dimensional marginal) distributions and parametric bivariate…
Archimedean copulas generated by Laplace transforms have been extensively studied in the literature, with much of the focus on tail dependence limited only to cases where the Laplace transforms exhibit regular variation with positive tail…
We consider correlated \emph{factor} regression models (FRM) and analyze the performance of classical ridge interpolators. Utilizing powerful \emph{Random Duality Theory} (RDT) mathematical engine, we obtain \emph{precise} closed form…
Copula-based time series models can model univariate and stationary time series in a flexible way by decomposing the joint distribution of consecutive observations into a copula and the stationary distribution. Implicitly this approach…
Current cosmological tensions motivate investigating extensions to the standard $\Lambda$CDM model. Additional model parameters are typically varied one or two at a time, in a series of separate tests. The purpose of this paper is to…
The asymptotic structure of outflows from rotating magnetized objects confined by a uniform external pressure is calculated. The flow is assumed to be perfect MHD, polytropic, axisymmetric and stationary. The well known associated first…
We study the extreme points (in the Krein-Milman sense) of the class of semilinear copulas and provide their characterization. Related results into the more general setting of conjunctive aggregation functions (i.e, semi--copulas and…
We study the power corrections to Transverse Momentum Distributions (TMDs) by analyzing renormalon divergences of the perturbative series. The renomalon divergences arise independently in two constituents of TMDs: the rapidity evolution…
Financial markets are highly correlated systems that reveal both the inter-market dependencies and the correlations among their different components. Standard analyzing techniques include correlation coefficients for pairs of signals and…
This paper introduces constrained mixtures for continuous distributions, characterized by a mixture of distributions where each distribution has a shape similar to the base distribution and disjoint domains. This new concept is used to…
Over the past decade, reflection matrix microscopy (RMM) and advanced image reconstruction algorithms have emerged to address the fundamental imaging depth limitations of optical microscopy in thick biological tissues and complex media. In…
We demonstrate that tunable attractive (bonding) and repulsive (anti-bonding) forces can arise in highly asymmetric structures coupled to external radiation, a consequence of the bonding/anti-bonding level repulsion of guided-wave…
Maximum pseudo-likelihood (MPL) is a semiparametric estimation method often used to obtain the dependence parameters in copula models from data. It has been shown that despite being consistent, and in some cases efficient, MPL estimation…
Copulas are now frequently used to construct or estimate multivariate distributions because of their ability to take into account the multivariate dependence of the different variables while separately specifying marginal distributions.…
Null collapse is an implosive process whereby MHD waves focus their energy in the vicinity of a null point, forming a current sheet and initiating magnetic reconnection. We consider, for the first time, the case of collapsing 3D magnetic…
The size of rings (also called cyclic polymers) in bidisperse blends of chemically identical rings is analyzed by computer simulations. Data of entangled ring blends and blends of interpenetrating rings are compared and it is shown that the…
As the meta-analysis of more than one diagnostic tests can impact clinical decision making and patient health, there is an increasing body of research in models and methods for meta-analysis of studies comparing multiple diagnostic tests.…