Related papers: Extreme semilinear 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…
We define strongly continuous max-additive and max-plus linear operator semigroups and study their main properties. We present some important examples of such semigroups coming from non-linear evolution equations.
Functorial semi-norms are semi-normed refinements of functors such as singular (co)homology. We investigate how different types of representability affect the (non-)triviality of finite functorial semi-norms on certain functors or classes.…
We introduce so-called "single-index copulae". They are semi-parametric conditional copulae whose parameter is an unknown "link" function of a univariate index only. We provide estimates of this link function and of the finite dimensional…
We propose a semiparametric family of copulas based on a set of orthonormal functions and a matrix. This new copula permits to reach values of Spearman's Rho arbitrarily close to one without introducing a singular component. Moreover, it…
We propose a new method for estimating the extreme quantiles for a function of several dependent random variables. In contrast to the conventional approach based on extreme value theory, we do not impose the condition that the tail of the…
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…
We study the arithmetic of seminormal $v$-noetherian weakly Krull monoids with nontrivial conductor which have finite class group and prime divisors in all classes. These monoids include seminormal orders in holomorphy rings in global…
In this paper we obtain several new complete characterizations of pseudolinear functions. Two of the results are of first-order and one is derivative free. All results are derived in terms of the Clarke-Rockafellar subdifferential.…
We develop a theory of sesquilinear forms over finite fields, investigating their representations via polynomials and coefficient matrices, along with classification results for these forms. Through their connection to quadratic forms, we…
In this paper, we propose simple estimation methods dedicated to a semiparametric family of bivariate copulas. These copulas can be simply estimated through the estimation of their univariate generating function. We take profit of this…
We study continuous (strongly) minimal cut generating functions for the model where all variables are integer. We consider both the original Gomory-Johnson setting as well as a recent extension by Cornu\'ejols and Y{\i}ld{\i}z. We show that…
We give an extensive study on the Bergman kernel expansions and the random zeros associated with the high tensor powers of a semipositive line bundle on a complete punctured Riemann surface. We prove several results for the zeros of…
We study the asymptotic distribution of integral points of bounded height on partial bi-equivariant compactifications of semi-simple groups of adjoint type.
We generalize some of the results in [arXiv: math.CV/0503430], and prove a bump-lemma for closed sets in semi 1-coronae. From this we obtain some finite cohomology results and an extension theorem for analytic subsets in 1-coronae.
Our work explores fusions, the multidimensional counterparts of mean-preserving contractions and their extreme and exposed points. We reveal an elegant geometric/combinatorial structure for these objects. Of particular note is the…
We give derivations of some basic results for the Bernstein approximation in $n$ variables that are useful in investigating copulas. It is shown that Bernstein approximations of copulas are again copulas. We exhibit a stochastic…
We propose the notion of quasi-abelian third cohomology of crossed modules, generalizing Eilenberg and MacLane's abelian cohomology and Ospel's quasi-abelian cohomology, and classify crossed pointed categories in terms of it. We apply the…
We derive sharp upper and lower bounds for the pointwise concentration function of the maximum statistic of $d$ identically distributed real-valued random variables. Our first main result places no restrictions either on the common marginal…
We consider extremal polynomials with respect to a Sobolev-type $p$-norm, with $1<p<\infty$ and measures supported on compact subsets of the real line. For a wide class of such extremal polynomials with respect to mutually singular measures…