Related papers: Dependence Properties of B-Spline Copulas

Probability density estimation is a central task in statistics. Copula-based models provide a great deal of flexibility in modelling multivariate distributions, allowing for the specifications of models for the marginal distributions…

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…

We show that the lower and upper Frech\'{e}t-Hoeffding copulas, which are singular, can be regularized to absolutely continuous copulas. The method, which is constructive and explicit, states sufficient conditions for when an absolutely…

In this paper, we focus on stochastic comparisons of extreme order statistics stemming from multiple-outlier scale models with dependence. Archimedean copula is used to model dependence structure among nonnegative random variables.…

In this note, we study an infinite reaction network called the stochastic Becker-D\"oring process, a sub-class of the general coagulation-fragmentation models. We prove pathwise convergence of the process towards the deterministic…

Let F be a class of functions with the uniqueness property: if a function f in F vanishes on a set of positive measure, then f is the zero function. In many instances, we would like to have a quantitative version of this property, e.g. a…

In this paper, we investigate fractional B splines and their connections with Fourier analysis, and establish connections with generalized Stirling-type numbers and distribution theory. Employing a generating function approach inspired by…

Being the limits of copulas of componentwise maxima in independent random samples, extreme-value copulas can be considered to provide appropriate models for the dependence structure between rare events. Extreme-value copulas not only arise…

B-splines of order $k$ can be viewed as a mapping $N$ taking a $(k+1)$-tuple of increasing real numbers $a_0 < \cdots < a_k$ and giving as a result a certain piecewise polynomial function. Looking at this mapping $N$ as a whole, basic…

This paper demonstrates that, under a particular convention, the convex functions that characterise the phi divergences also generate Archimedean copulas in at least two dimensions. As a special case, we develop the family of Archimedean…

Stirling numbers, which count partitions of a set and permutations in the symmetric group, have found extensive application in combinatorics, geometry, and algebra. We study analogues and q-analogues of these numbers corresponding to the…

In this paper, we establish a new inequality tying together the effective length and the maximum correlation between the outputs of an arbitrary pair of Boolean functions which operate on two sequences of correlated random variables. We…

Incomplete U-statistics have been proposed to accelerate computation. They use only a subset of the subsamples required for kernel evaluations by complete U-statistics. This paper gives a finite sample bound in the style of Bernstein's…

In this work, we focus on a fractional differential equation in Riesz form discretized by a polynomial B-spline collocation method. For an arbitrary polynomial degree $p$, we show that the resulting coefficient matrices possess a…

We derive sharp upper and lower bounds for the pointwise concentration function of the maximum statistic of $d$ identically distributed real-valued random variables. Our first main result places no restrictions either on the common marginal…

It is well-known that the expected scaled maximum of non-negative random variables with unit mean defines a stable tail dependence function associated with some extreme-value copula. In the special case when these random variables are…

We consider a sequence of composite Bernstein operators and the quadrature formulae associated with them. Upper bounds for the approximation error of continuous functions and for the approximation of integrals of continuous functions are…

In this paper, we address the random sampling problem for the class of Mellin band-limited functions BT which is concentrated on a bounded cube. It is established that any function in BT can be approximated by an element in a…

The well-known Bennett-Hoeffding bound for sums of independent random variables is refined, by taking into account truncated third moments, and at that also improved by using, instead of the class of all increasing exponential functions,…

We consider the time evolution of N bosonic particles interacting via a mean field Coulomb potential. Suppose the initial state is a product wavefunction. We show that at any finite time the correlation functions factorize in the limit $N…