Related papers: Freedom in constructing quasi-copulas vs. copulas
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…
Two quasi--biHamiltonian systems with three and four degrees of freedom are presented. These systems are shown to be separable in terms of Nijenhuis coordinates. Moreover the most general Pfaffian quasi-biHamiltonian system with an…
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…
In this paper we investigate the properties of quasipotency and $g$-potency for free products with amalgamation.
Similar to linear spaces, many examples of quasilinear spaces have a notion of multiplication of the elements. To characterising these examples, in the present paper we generalize the notion of quasilinear spaces and introduce…
Motivated by the increasing popularity and the seemingly broad applicability of pair-copula constructions underlined by numerous publications in the last decade, in this contribution we tackle the unavoidable question on how flexible and…
In this note we settle some technical questions concerning finite rank quasi-free Hilbert modules and develop some useful machinery. In particular, we provide a method for determining when two such modules are unitarily equivalent. Along…
Theories of phase change and self-assembly often invoke the idea of a `quasiequilibrium', a regime in which the nonequilibrium association of building blocks results nonetheless in a structure whose properties are determined solely by an…
We introduce new estimates and tests of independence in copula models with unknown margins using $\phi$-divergences and the duality technique. The asymptotic laws of the estimates and the test statistics are established both when the…
Let F be the free group over a set of two or more generators. R. Brooks constructed an infinite family of quasi-morphisms on F such that an infinite subfamily gives rise to independent classes in the second bounded cohomology of F, which…
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 a systematic and self-contained account of the construction of geometrically decomposed bases and degrees of freedom in finite element exterior calculus. In particular, we elaborate upon a previously overlooked basis for one of the…
Modeling of high order multivariate probability distribution is a difficult problem which occurs in many fields. Copula approach is a good choice for this purpose, but the curse of dimensionality still remains a problem. In this paper we…
Using the concept of mixable shuffles, we formulate explicitly the quantum quasi-shuffle product. We also provide a desirable description of the subalgebra generated by the set of primitive elements of the quantum quasi-shuffle bialgebra. A…
We propose an approach to construct a new family of generalized Farlie-Gumbel-Morgenstern (GFGM) copulas that naturally scales to high dimensions. A GFGM copula can model moderate positive and negative dependence, cover different types of…
We construct new multivariate copulas on the basis of a generalized infinite partition-of-unity approach. This approach allows - in contrast to finite partition-of-unity copulas - for tail-dependence as well as for asymmetry. A possibility…
We address the question of identifying degrees of freedom for quantum systems. Typically, quasi-particle descriptions of correlated matter are based upon the canonical algebras of bosons or fermions. Here we highlight that a special class…
Finding upper and lower bounds to integrals with respect to copulas is a quite prominent problem in applied probability. In their 2014 paper, Hofer and Iaco showed how particular two dimensional copulas are related to optimal solutions of…
Multivariate distributions are fundamental to modeling. Discrete copulas can be used to construct diverse multivariate joint distributions over random variables from estimated univariate marginals. The space of discrete copulas admits a…
We prove the quasi-Hopf algebra version of the Nichols-Zoeller theorem: A finite-dimensional quasi-Hopf algebra is free over any quasi-Hopf subalgebra.