Related papers: Freedom in constructing quasi-copulas vs. copulas
This article proposes copula-based dependence quantification between multiple groups of random variables of possibly different sizes via the family of $Phi$-divergences. An axiomatic framework for this purpose is provided, after which we…
In this paper we discuss a natural extension of infinite discrete partition-of-unity copulas which were recently introduced in the literature to continuous partition of copulas with possible applications in risk management and other fields.…
We demonstrate the existence of quasiconformal mappings on closed manifolds that cannot be decomposed as a composition of mappings with arbitrarily small conformal distortion.
We give a short review of a construction of Frink to obtain a metric space from a quasi-metric space. By an example we illustrate the limits of the construction.
Copula models have become popular in different applications, including modeling shocks, in view of their ability to describe better the dependence concepts in stochastic systems. The class of maxmin copulas was recently introduced by…
We report a method for constructing bandpass functions that approximate a given analytic function with arbitrary accuracy over a finite interval. A corollary is that bandpass functions can be obtained that oscillate arbitrarily slower than…
Using the classical estimation method of moments, we propose a new semiparametric estimation procedure for multi-parameter copula models. Consistency and asymptotic normality of the obtained estimators are established. By considering an…
The central aim of this monograph is to provide decomposition results for quasi-coherent sheaves on the moduli stack of one-dimensional formal groups. These results will be based on the geometry of the stack itself, particularly the height…
We study homeomorphisms of controlled $p$-module by certain integrals. In this way, we establish various properties of mappings and show that their features are close to quasiconformal and bilipschitz mappings.
It is well known that free independence is equivalent to the vanishing of mixed free cumulants. The purpose of this short note is to build free products of $*$-probability spaces using this as the definition of freeness and relying on free…
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…
We discuss natural operations on loops in a quasi-surface and show that these operations define a structure of a quasi-Lie bialgebra in the module generated by the set of free homotopy classes of non-contractible loops.
We investigate two constructive approaches to defining quasi-compact and quasi-separated schemes (qcqs-schemes), namely qcqs-schemes as locally ringed lattices and as functors from rings to sets. We work in Homotopy Type Theory and…
Mixed atomistic and continuum methods offer the possibility of carrying out simulations of material properties at both larger length scales and longer times than direct atomistic calculations. The quasi-continuum method links atomistic and…
In copula modeling, the simplifying assumption has recently been the object of much interest. Although it is very useful to reduce the computational burden, it remains far from obvious whether it is actually satisfied in practice. We…
In this paper, we study the topological structure of a universal construction related to quasitopological groups: the free quasitopological group $F_q(X)$ on a space $X$. We show that free quasitopological groups may be constructed directly…
This paper considers the equivalence problem for quasi-cyclic codes over finite fields. The results obtained are used to construct isodual quasi-cyclic codes.
Checking the admissibility of quasiequations in a finitely generated (i.e., generated by a finite set of finite algebras) quasivariety Q amounts to checking validity in a suitable finite free algebra of the quasivariety, and is therefore…
The empirical beta copula is a simple but effective smoother of the empirical copula. Because it is a genuine copula, from which, moreover, it is particularly easy to sample, it is reasonable to expect that resampling procedures based on…
A surface is considered flexible if it allows a continuous deformation that preserves both metric and smoothness. We introduce a novel construction method, called 'base + crinkle,' for generating a broad class of non-self-intersecting…