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In this paper, we revisit the notion of partial copula, originally introduced to test conditional independence, highlighting its capability to represent the dependence between two random variables after removing their dependence with a…
We prove under $V=L$ that the inclusion modulo the non-stationary ideal is a $\Sigma_1^1$-complete quasi-order in the generalized Borel-reducibility hierarchy ($\kappa>\omega$). This improvement to known results in $L$ has many new…
A recent survey, nicknamed "Hitchhiker's Guide", J.J. Arias-Garc{\i}a, R. Mesiar, and B. De Baets, A hitchhiker's guide to quasi-copulas, Fuzzy Sets and Systems 393 (2020) 1-28, has raised the rating of quasi-copula problems in the…
In a recent paper Noh et al. (2013) proposed a new semiparametric estimate of a regression function with a multivariate predictor, which is based on a specification of the dependence structure between the predictor and the response by means…
Copula models are flexible tools to represent complex structures of dependence for multivariate random variables. According to Sklar's theorem (Sklar, 1959), any d-dimensional absolutely continuous density can be uniquely represented as the…
Preserver problems concern the characterization of operators on general spaces that leave invariant some categories of subsets or ratios. The most known in the mathematical literature are those of linear preserver problems (LPP) which date…
A copula of continuous random variables $X$ and $Y$ is called an \emph{implicit dependence copula} if there exist functions $\alpha$ and $\beta$ such that $\alpha(X) = \beta(Y)$ almost surely, which is equivalent to $C$ being factorizable…
Implicit copulas are the most common copula choice for modeling dependence in high dimensions. This broad class of copulas is introduced and surveyed, including elliptical copulas, skew $t$ copulas, factor copulas, time series copulas and…
We prove that every quasi-copula can be written as a uniformly converging infinite sum of multiples of copulas. Furthermore, we characterize those quasi-copulas which can be written as a finite sum of multiples of copulas, i.e., that are a…
We consider the problem of constructing distribution-free prediction sets with finite-sample conditional guarantees. Prior work has shown that it is impossible to provide exact conditional coverage universally in finite samples. Thus, most…
We propose the extension of Fr\'{e}chet-Hoeffding copula bounds for circular data. The copula is a powerful tool for describing the dependency of random variables. In two dimensions, the Fr\'{e}chet-Hoeffding upper (lower) bound indicates…
The main goal of this paper is to study the extent of freedom one has in constructing quasi-copulas vs. copulas. Specifically, it exhibits three construction methods for quasi-copulas based on recent developments: a representation of…
To combine and query ordered data from multiple sources, one needs to handle uncertainty about the possible orderings. Examples of such "order-incomplete" data include integrated event sequences such as log entries, lists of properties…
Copulas are the primary tool for dependence modeling in statistics, and quasi-copulas are their essential companions. The latter appear, say, as infima or suprema of sets of copulas; they form a huge class and have some unpleasant…
We study the reverse mathematics of interval orders. We establish the logical strength of the implications between various definitions of the notion of interval order. We also consider the strength of different versions of the…
Sufficient conditions for performing changes of the variable of integration when using the new definitions of improper integrals given in in "An Alternative Definition for Improper Integral with Infinite Limit" (arXiv:0805.3559v1) and "An…
We propose a copula density estimator that can include information on bivariate marginals when the information is available. We use B-splines for copula density approximation and include information on bivariate marginals via a penalty…
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…
We give an answer to Problem 9.3 stated by by Mesiar and Stupnanova (2015). We show that the class of semicopulas solving this problem contains any associative semicopula S such that a the function S(a,.) is continuous and increasing on a…
We tackle the natural question of whether it is possible to estimate conditional distributions via Sklar's theorem by separately estimating the conditional distributions of the underlying copula and the marginals. Working with so-called…