Related papers: Relative local dependence of bivariate copulas
A new class of copulas, termed the MGL copula class, is introduced. The new copula originates from extracting the dependence function of the multivariate generalized log-Moyal-gamma distribution whose marginals follow the univariate…
We introduce a local multifractal formalism adapted to functions, measures or distributions which display multifractal characteristics that can change with time, or location. We develop this formalism in a general framework and we work out…
This paper develops a general inferential framework for discrete copulas on finite supports in any dimension. The copula of a multivariate discrete distribution is defined as Csiszar's I-projection (i.e., the minimum-Kullback-Leibler…
This article extends the literature on copulas with discrete or continuous marginals to the case where some of the marginals are a mixture of discrete and continuous components. We do so by carefully defining the likelihood as the density…
We derive a local approximation for the correlation energy in two-dimensional electronic systems. In the derivation we follow the scheme originally developed by Colle and Salvetti for three dimensions, and consider a Gaussian approximation…
This paper is an adaptation of a method used in \cite{K} to the model of random quadrangulations. We prove local weak convergence of uniform measures on quadrangulations and show that the local growth of quadrangulation is governed by…
We quantitatively study the probability distribution function (PDF) of cosmological nonlinear density fluctuations from N-body simulations with Gaussian initial condition. In particular, we examine the validity and limitations of one-point…
We study solutions to the stochastic fixed point equation $X\stackrel{d}{=}AX+B$ where the coefficients $A$ and $B$ are nonnegative random variables. We introduce the ``local dependence measure'' (LDM) and its Legendre-type transform to…
Owing to exhibiting phase transitions, we investigate the local convergence near a stationary distribution for distribution dependent stochastic differential equations. By linearizing the nonlinear Markov semigroup associated with the…
Understanding the way in which random entities interact is of key interest in numerous scientific fields. This can range from a full characterization of the joint distribution to single scalar summary statistics. In this work we identify a…
We give a necessary and sufficient condition for non-local functionals on vector-valued Lebesgue spaces to be weakly sequentially lower semi-continuous. Here a non-local functional shall have the form of a double integral of a density which…
Handling highly dependent data is crucial in clinical trials, particularly in fields related to ophthalmology. Incorrectly specifying the dependency structure can lead to biased inferences. Traditionally, models rely on three fixed…
The key element in time-dependent density functional theory is the one-to-one correspondence between the one-particle density and the external potential. In most approaches this mapping is transformed into a certain type of Sturm-Liouville…
We introduce a family of local inhomogeneous mark-weighted summary statistics, of order two and higher, for general marked point processes. Depending on how the involved weight function is specified, these summary statistics capture…
Understanding variable dependence, particularly eliciting their statistical properties given a set of covariates, provides the mathematical foundation in practical operations management such as risk analysis and decision-making given…
We are studying the problems of modeling and inference for multivariate count time series data with Poisson marginals. The focus is on linear and log-linear models. For studying the properties of such processes we develop a novel conceptual…
We propose a novel distributional regression model for a multivariate response vector based on a copula process over the covariate space. It uses the implicit copula of a Gaussian multivariate regression, which we call a ``regression…
Testing for pairwise independence for the case where the number of variables may be of the same size or even larger than the sample size has received increasing attention in the recent years. We contribute to this branch of the literature…
A local projection model is defined by a set of linear regressions that account for the associations between exogenous variables and an endogenous variable observed at different time points. While it is standard practice to separately…
In this paper we study the regularity of the local minima of integral functionals: in particular, not convexity (quasi-convexity, policonvexity or rank one convexity) hypothesis will be made on the density, neither structure hypothesis nor…