Related papers: Correlations with tailored extremal properties
This paper establishes quantitative correlation inequalities between monotone events and structured threshold objects in both the discrete cube and Gaussian space. We prove that for any increasing balanced family, there exists a linear…
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…
Integrable theory is formulated for correlation functions of characteristic polynomials associated with invariant non-Gaussian ensembles of Hermitean random matrices. By embedding the correlation functions of interest into a more general…
For analyzing anisotropic low relative-velocity correlation-functions and the associated emission sources, we propose an expansion in terms of cartesian spherical harmonics. The expansion coefficients represent angular moments of the…
A quantum decaying system can reveal its nonclassical behavior by being noninvasively measured. Correlations of weak measurements in the noninvasive limit violate the classical bound for a universal class of systems. The violation is…
This paper concerns generalized differential characterizations of maximal monotone set-valued mappings. Using advanced tools of variational analysis, we establish coderivative criteria for maximal monotonicity of set-valued mappings, which…
A finite-support constraint on the parameter space is used to derive a lower bound on the error of an estimator of the correlation coefficient in the bivariate exponential distribution. The bound is then exploited to examine optimality of…
We study synthetic temporal networks whose evolution is determined by stochastically evolving node variables - synthetic analogues of, e.g., temporal proximity networks of mobile agents. We quantify the long-timescale correlations of these…
This paper describes an estimator of the additive components of a nonparametric additive model with a known link function. When the additive components are twice continuously differentiable, the estimator is asymptotically normally…
In general, underestimation of risk is something which should be avoided as far as possible. Especially in financial asset management, equity risk is typically characterized by the measure of portfolio variance, or indirectly by quantities…
We are interested in investigating the statistical properties of extreme values for strongly correlated variables. The starting motivation is to understand how the strong-correlation properties of power-law distributed processes affect the…
We calculate the asymptotic behaviour of correlation functions as a function of the microscopic parameters for a Bose-Fermi mixture with repulsive interaction in one dimension. For two cases, namely polarized and unpolarized fermions the…
The relationship between a response variable and its covariates can vary significantly, especially in scenarios where covariates take on extremely high or low values. This paper introduces a max-linear tail regression model specifically…
In statistical classification and machine learning, as well as in social and other sciences, a number of measures of association have been proposed for assessing and comparing individual classifiers, raters, as well as their groups. In this…
Let $A$ be a set of natural numbers. Recent work has suggested a strong link between the additive energy of $A$ (the number of solutions to $a_1 + a_2 = a_3 + a_4$ with $a_i \in A$) and the metric Poissonian property, which is a fine-scale…
In this paper, a class of statistics named ART (the alternant recursive topology statistics) is proposed to measure the properties of correlation between two variables. A wide range of bi-variable correlations both linear and nonlinear can…
Quantile regression is an important tool for estimation of conditional quantiles of a response Y given a vector of covariates X. It can be used to measure the effect of covariates not only in the center of a distribution, but also in the…
Multiple correlation is a fundamental concept with broad applications. The classical multiple correlation coefficient is developed to assess how strongly a dependent variable is associated with a linear combination of independent variables.…
We study conformal properties of local terms such as contact terms and semi-local terms in correlation functions of a conformal field theory. Not all of them are universal observables but they do appear in physically important correlation…
We present a versatile inequality of uncertainty relations which are useful when one approximates an observable and/or estimates a physical parameter based on the measurement of another observable. It is shown that the optimal choice for…