Related papers: Discrete Imprecise Copulas
In this paper, we introduce patchwork constructions for multivariate quasi-copulas. These results appear to be new since the kind of approach has been limited to either copulas or only bivariate quasi-copulas so far. It seems that the…
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…
A new method for constructing absolutely continuous two--dimensional copulas by differential equations is presented. The copulas are symmetric with respect to reflection in the opposite diagonal. The support of the copula density may be…
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…
We propose an extrapolation technique that allows accuracy improvement of the discrete dipole approximation computations. The performance of this technique was studied empirically based on extensive simulations for 5 test cases using many…
We introduce the notion of a bivariate random discrete copula on an equidistant mesh and explore its stochastic properties. A random discrete copula is a discrete random field, hence, its value at a given point on the mesh is a random…
We propose pair copula constructed point-optimal sign tests in the context of linear and nonlinear predictive regressions with endogenous, persistent regressors, and disturbances exhibiting serial (nonlinear) dependence. The proposed…
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…
In this paper we study "discrete polynomial blending," a term used to define a certain discretized version of curve blending whereby one approximates from the "sum of tensor product polynomial spaces" over certain grids. Our strategy is to…
Following our previous work on copula-based nonsymmetric dependence measures, we introduce similar measures for discrete random variables. The measures cover the range between two extremes: independence and complete dependence, which take…
A pair-copula construction is a decomposition of a multivariate copula into a structured system, called regular vine, of bivariate copulae or pair-copulae. The standard practice is to model these pair-copulae parametrically, which comes at…
We derive properties and a characterization of discrete composition matrices which are useful in the field of numerical computation of shape correspondences.
Bivariate imprecise copulas have recently attracted substantial attention. However, the multivariate case seems still to be a "blank slate". It is then natural that this idea be tested first on shock model induced copulas, a family which…
We study a class of one-dimensional full branch maps admitting two indifferent fixed points as well as critical points and/or unbounded derivative. Under some mild assumptions we prove the existence of a unique invariant mixing absolutely…
This paper studies the degree to which a bivariate copula fails to be symmetric under coordinate permutation, a property known as non-exchangeability. Working within an axiomatic framework that quantifies this asymmetry through a family of…
In probability and statistics, copulas play important roles theoretically as well as to address a wide range of problems in various application areas. In this paper, we introduce the concept of multivariate discrete copulas, discuss their…
We show how to construct homology bases for certain CW complexes in terms of discrete Morse theory and cellular homology. We apply this technique to study certain subcomplexes of the half cube polytope studied in previous works. This…
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…
The omnipotence of copulas when modeling dependence given marg\-inal distributions in a multivariate stochastic situation is assured by the Sklar's theorem. Montes et al.\ (2015) suggest the notion of what they call an \emph{imprecise…
This article discusses nonconforming finite element methods for convex minimization problems and systematically derives dual mixed formulations. Duality relations lead to simple error estimates that avoid an explicit treatment of…