Related papers: Dependence Properties of B-Spline Copulas
Two representations of the Bessel zeta function are investigated. An incomplete representation is constructed using contour integration and an integral representation due to Hawkins is fully evaluated (analytically continued) to produce two…
We introduce B-splines on the line of quaternionic order $B_q$ ($q$ in the algebra of quaternions) for the purposes of multi-channel signal and image analysis. The functions $B_q$ are defined first by their Fourier transforms, then as the…
We propose a semiparametric family of copulas based on a set of orthonormal functions and a matrix. This new copula permits to reach values of Spearman's Rho arbitrarily close to one without introducing a singular component. Moreover, it…
We study a stationary Gibbs particle process with deterministically bounded particles on Euclidean space defined in terms of an activity parameter and non-negative interaction potentials of finite range. Using disagreement percolation we…
The underlying dependence structure between two random variables can be described in manifold ways. This includes the examination of certain dependence properties such as lower tail decreasingness (LTD), stochastic increasingness (SI) or…
Multi-degree Tchebycheffian splines are splines with pieces drawn from extended (complete) Tchebycheff spaces, which may differ from interval to interval, and possibly of different dimensions. These are a natural extension of multi-degree…
We introduce a new dependence order, termed the conditional convex order, whose minimal and maximal elements characterize independence and perfect dependence. Moreover, it characterizes conditional independence, satisfies information…
We describe some connections, via composition, between two functional spaces: the space of (sub)critical branching mechanisms and the space of Bernstein functions. The functions ${\bf e}_\alpha: x\to x^{\alpha}$ where $x\geq0$ and…
Recently, Chatterjee has introduced a new coefficient of correlation which has several natural properties. In particular, the coefficient attains its maximal value if and only if one variable is a measurable function of the other variable.…
A piecewise Chebyshevian spline space is good for design when it possesses a B-spline basis and this property is preserved under knot insertion. The interest in such kind of spaces is justified by the fact that, similarly as for polynomial…
We consider Berezin-Toeplitz operators on compact Kahler manifolds whose symbols are characteristic functions. When the support of the characteristic function has a smooth boundary, we prove a two-term Weyl law, the second term being…
Using CFT techniques, we compute the disorder-averaged p-th power of the spin-spin correlation function for the ferromagnetic random bonds Potts model. We thus generalize the calculation of Dotsenko, Dotsenko and Picco, where the case p=2…
In this paper an analytic expression is given for the bounds of the distribution function of the sum of dependent normally distributed random variables. Using the theory of copulas and the important Frechet bounds the dependence structure…
We determine under which conditions three bivariate copulas are compatible, viz. they are the bivariate marginals of the same trivariate copula, and, then, construct the class of these copulas. In particular, the upper and lower bounds for…
We prove a variant of a formula due to S. Zhang relating the Beilinson-Bloch height of the Gross-Schoen cycle on a pointed curve with the self-intersection of its relative dualizing sheaf. In our approach the height of the Gross-Schoen…
The spin-spin correlation function of the spherical model being precisely at an anisotropic Lifshitz point of arbitrary order is calculated exactly. The results are in agreement with scaling. The scaling function is shown to be universal.…
Chance constraints describe a set of given random inequalities depending on the decision vector satisfied with a large enough probability. They are widely used in decision making under uncertain data in many engineering problems. This paper…
Motivated by recent experiments with two-component Bose-Einstein condensates, we study fully-connected spin models subject to an additional constraint. The constraint is responsible for the Hilbert space dimension to scale only linearly…
Under the assumption that the distribution of a nonnegative random variable $X$ admits a bounded coupling with its size biased version, we prove simple and strong concentration bounds. In particular the upper tail probability is shown to…
Copulas are essential tools in statistics and probability theory, enabling the study of the dependence structure between random variables independently of their marginal distributions. Among the various types of copulas, Ratio-Type Copulas…