Related papers: Copula methods for modeling pair densities in dens…
We demonstrate how an effective density of states can be derived from the S-matrix describing a coupled-channel system. Besides the locations of poles, the phase of the determinant of the S-matrix encodes essential details in characterizing…
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…
In this paper we present a surprisingly general extension of the main result of a paper that appeared in this journal: I. Montes et al., Sklar's theorem in an imprecise setting, Fuzzy Sets and Systems, 278 (2015), 48--66. The main tools we…
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…
Bi-factor and second-order models based on copulas are proposed for item response data, where the items can be split into non-overlapping groups such that there is a homogeneous dependence within each group. Our general models include the…
A functional theory based on single-particle occupation numbers is developed for pairing. This functional, that generalizes the BCS approach, directly incorporates corrections due to particle number conservation. The functional is…
Copulas are known to satisfy a number of regularity properties, and one might therefore believe that their densities, when they exist, admit a certain degree of regularity themselves. We show that this is not true in general by constructing…
Finding upper and lower bounds to integrals with respect to copulas is a quite prominent problem in applied probability. In their 2014 paper, Hofer and Iaco showed how particular two dimensional copulas are related to optimal solutions of…
Two-dimensional mixtures of dipolar colloidal particles with different dipole moments exhibit extremely rich self-assembly behaviour and are relevant to a wide range of experimental systems, including charged and super-paramagnetic colloids…
Various strong coupling theories of the one-component plasma have successfully predicted the thermodynamic and structural properties by separating the Coulomb potential into short- and long-ranged parts in {\itshape ad hoc} ways. Moreover,…
We introduce a new family of copula densities constructed from univariate distributions on $[0,1]$. Although our construction is structurally simple, the resulting family is versatile: it includes both smooth and irregular examples, and…
Quantitative studies in many fields involve the analysis of multivariate data of diverse types, including measurements that we may consider binary, ordinal and continuous. One approach to the analysis of such mixed data is to use a copula…
The distribution function of the sum $Z$ of two standard normally distributed random variables $X$ and $Y$ is computed with the concept of copulas to model the dependency between $X$ and $Y$. By using implicit copulas such as the Gauss- or…
By introducing the self-energy density functionals for the dissipative interactions between the reduced system and its environment, we develop a time-dependent density-functional theory formalism based on an equation of motion for the…
Pronounced core-halo patterns of dark matter and gas density profiles, observed in relaxed galaxies and clusters, were hitherto fitted by empirical power-laws. On the other hand, similar features are well known from astrophysical plasma…
Fixing the relationship of a set of experimental quantities is a fundamental issue in many scientific disciplines. In the 2D case, the classical approach is to compute the linear correlation coefficient from a scatterplot. This method,…
Copulas are mathematical objects that fully capture the dependence structure among random variables and hence, offer a great flexibility in building multivariate stochastic models. In statistics, a copula is used as a general way of…
In this work we study the problem of constructing stochastic processes with a predetermined covariance decay by parameterizing its marginals and a given family of copulas. We show that the proposed methodology is compatibility-free and…
This paper studies the binary classification of two distributions with the same Gaussian copula in high dimensions. Under this semiparametric Gaussian copula setting, we derive an accurate semiparametric estimator of the log density ratio,…
The spectral density of random graphs with topological constraints is analysed using the replica method. We consider graph ensembles featuring generalised degree-degree correlations, as well as those with a community structure. In each case…