Related papers: Modeling directional monotonicity with copulas

In this paper, we investigate several subsets of $n$-copulas and $n$-quasi-copulas from the perspective of convex-lineability and the recently introduced concept of convex-spaceability. Our purpose is to determine when such families contain…

Given two multivariate copulas with corresponding tail dependence functions, we investigate the relation between a natural tail dependence ordering $\leq_{tdo}$ and the order $\leq_{loc}$ of local stochastic dominance. We show that,…

Graphs are commonly used to represent and visualize causal relations. For a small number of variables, this approach provides a succinct and clear view of the scenario at hand. As the number of variables under study increases, the graphical…

A frequent task in exploratory data analysis consists in examining pairwise dependencies between data variables. Popular approaches include visualizing correlation or scatter plot matrices. However, both methods can be misleading. The…

The method of monotonization of difference schemes is being considered in the paper. The method was earlier proposed by the author for stationary problems. It is investigated in the paper more profoundly. The idea of the method is to build…

Regression analysis is one of the most popularly used statistical technique which only measures the direct effect of independent variables on dependent variable. Path analysis looks for both direct and indirect effects of independent…

Polymers with active segments constitute prospective future materials and are used as a model for some biological systems such as chromatin. The directions of the active forces are typically introduced with temporal or spatial correlations…

The idea of transversality is explored in the construction of cohomology theory associated to regularized sequences of multiple products of rational functions associated to vertex algebra cohomology of codimension one foliations on complex…

Pairs of numerically computed trajectories of a chaotic system may coalesce because of finite arithmetic precision. We analyse an example of this phenomenon, showing that it occurs surprisingly frequently. We argue that our model belongs to…

The goal of this paper is to develop a measure for characterizing complex dependence between stationary time series that cannot be captured by traditional measures such as correlation and coherence. Our approach is to use copula models of…

We consider a discrete latent variable model for two-way data arrays, which allows one to simultaneously produce clusters along one of the data dimensions (e.g. exchangeable observational units or features) and contiguous groups, or…

Bidirectional causal relationships arising from mutual interactions between variables are commonly observed within biomedical, econometrical, and social science contexts. When such relationships are further complicated by unobserved…

In this article we study the causality of non-homogeneous linear singular discrete time systems whose coefficients are square constant matrices. By assuming that the input vector changes only at equally space sampling instants we provide…

Physical understanding of how the interplay between symmetries and nonlinear effects can control the scaling and multiscaling properties in a coupled driven system, such as magnetohydrodynamic turbulence or turbulent binary fluid mixtures,…

This article describes a numerical procedure designed to tune the parameters of periodically-driven dynamical systems to a state in which they exhibit rich dynamical behavior. This is achieved by maximizing the diversity of subharmonic…

We continue the study of properties related to monotone countable paracompactness, investigating various monotone versions of $\delta$-normality. We factorize monotone normality and stratifiability in terms of these weaker properties.

The aim of this paper is to explore the relationship between invariant cones and nonlinear normal modes in piecewise linear mechanical systems. As a key result, we extend the invariant cone concept, originally established for homogeneous…

The problem of detecting changes in covariance for a single pair of features has been studied in some detail, but may be limited in importance or general applicability. In contrast, testing equality of covariance matrices of a {\it set} of…

Copula mixed models for trivariate (or bivariate) meta-analysis of diagnostic test accuracy studies accounting (or not) for disease prevalence have been proposed in the biostatistics literature to synthesize information. However, many…

Generally, the normal displacement-based formation control has a sensing mode that requires the agent not only to have certain knowledge of its direction, but also to gather its local information characterized by nonnegative coupling…