Related papers: Dependence Properties of B-Spline Copulas
In this paper a necessary and sufficient condition is deduced for the close-to-convexity of a cross product of Bessel and modified Bessel functions of the first kind and their derivatives by using a result of Shah and Trimble about…
There are well-known examples of dynamical systems for which the Birkhoff averages with respect to a given observable along some or all of the orbits do not converge. It has been suggested that such orbits could be classified using higher…
This paper is devoted to the question of constructing a higher order Faber spline basis for the sampling discretization of functions with higher regularity than Lipschitz. The basis constructed in this paper has similar properties as the…
Making use of the total variation of particular functions, we give an explicit formula for the pointwise supremum of the set of all copulas with a given curvilinear section. When the pointwise supremum is a copula is characterized. We also…
Totally positive matrices are related with the shape preserving representations of a space of functions. The normalized B-basis of the space has optimal shape preserving properties. B-splines and rational Bernstein bases are examples of…
In this paper necessary and sufficient conditions are deduced for the starlikeness of Bessel functions of the first kind and their derivatives of the second and third order by using a result of Shah and Trimble about transcendental entire…
Weak convergence of the empirical copula process is shown to hold under the assumption that the first-order partial derivatives of the copula exist and are continuous on certain subsets of the unit hypercube. The assumption is…
We establish precise bounds on cumulants for a rather general class of non-linear geometric functionals satisfying the stabilization property under a simple, stationary (marked) point process admitting fast decay of its correlation…
Scalar-valued meromorphic Herglotz-Nevanlinna functions are characterized by the interlacing property of their poles and zeros together with some growth properties. We give a characterization of matrix-valued Herglotz-Nevanlinna functions…
Most common parametric families of copulas are totally ordered, and in many cases they are also positively or negatively regression dependent and therefore they lead to monotone regression functions, which makes them not suitable for…
The paper deals with multidimensional Bochner-Phillips functional calculus. In the previous paper by the author bounded perturbations of Bernstein functions of several commuting semigroup generators on Banach spaces where considered,…
The paper deals with (multidimensional and one-dimensional) Bochner-Phillips functional calculus. Bounded perturbations of Bernstein functions of (one or several commuting) semigroup generators on Banach spaces are considered, conditions…
We characterize various forms of positive dependence, such as association, positive supermodular association and dependence, and positive orthant dependence, for jump-Feller processes. Such jump processes can be studied through their…
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…
We consider interacting many particle systems with quenched disorder having strong Griffiths singularities, which are characterized by the dynamical exponent, z, such as random quantum systems and exclusion processes. In several d=1 and d=2…
We consider an exclusion process on a ring in which a particle hops to an empty neighbouring site with a rate that depends on the number of vacancies $n$ in front of it. In the steady state, using the well known mapping of this model to the…
We provide a set of copulas that can be interpreted as having the negative extreme dependence. This set of copulas is interesting because it coincides with countermonotonic copula for a bivariate case, and more importantly, is shown to be…
We generalize the classical Bernstein theorem concerning the constructive description of classes of functions uniformly continuous on the real line. The approximation of continuous bounded functions by entire functions of exponential type…
Weak convergence of maxima of dependent sequences of identically distributed continuous random variables is studied under normalizing sequences arising as subsequences of the normalizing sequences from an associated iid sequence. This…
We obtain approximation results for general positive linear operators satisfying mild conditions, when acting on discontinuous functions and absolutely continuous functions having discontinuous derivatives. The upper bounds, given in terms…