Related papers: Extreme mass distributions for quasi-copulas
The recent survey published in Fuzzy Sets and Systems nicknamed ``Hitchhiker's Guide'' has raised the rating of quasi-copula problems in the dependence modeling community in spite of the lack of statistical interpretation of quasi-copulas.…
In this note we study the extremes of the mass distribution associated with a tetravariate quasi-copula and compare our results with the bi- and trivariate cases, showing the important differences between them.
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…
Copulas, generalized estimating equations, and generalized linear mixed models promote the analysis of grouped data where non-normal responses are correlated. Unfortunately, parameter estimation remains challenging in these three…
Being the limits of copulas of componentwise maxima in independent random samples, extreme-value copulas can be considered to provide appropriate models for the dependence structure between rare events. Extreme-value copulas not only arise…
Fully describing the entire data set is essential in multivariate risk assessment, since moderate levels of one variable can influence another, potentially leading it to be extreme. Additionally, modelling both non-extreme and extreme…
Extreme-value copulas arise as the limiting dependence structure of component-wise maxima. Defined in terms of a functional parameter, they are one of the most widespread copula families due to their flexibility and ability to capture…
It is known that for every $s\in]1,2[$ there is a copula whose support is a self-similar fractal set with Hausdorff -- and box-counting -- dimension $s$. In this paper we provide similar results for (proper) quasi-copulas, in both the…
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…
Mixture models, such as Gaussian mixture models, are widely used in machine learning to represent complex data distributions. A key challenge, especially in high-dimensional settings, is to determine the mixture order and estimate the…
The present work addresses the question how sampling algorithms for commonly applied copula models can be adapted to account for quasi-random numbers. Besides sampling methods such as the conditional distribution method (based on a…
The problem of overdispersion in multivariate count data is a challenging issue. Nowadays, it covers a central role mainly due to the relevance of modern technologies data, such as Next Generation Sequencing and textual data from the web or…
This comment regards a central aspect of the referred-to paper, the issue of convergence of the large coordination-number expansion. Perturbation expansions of expressions containing a large number of parameters are generally invalid due to…
The global existence and boundedness of solutions to quasi-linear reaction-diffusion systems are investigated. The system arises from compartmental models describing the spread of infectious diseases proposed in [Viguerie et al, Appl. Math.…
Copulas are now frequently used to construct or estimate multivariate distributions because of their ability to take into account the multivariate dependence of the different variables while separately specifying marginal distributions.…
We show that hyperscaling and finite-size scaling imply that the probability distribution of the order parameter in finite size critical systems exhibit data collapse. We consider the examples of equilibrium critical systems, and a…
We study quasi-convex optimization problems, where only a subset of the constraints can be sampled, and yet one would like a probabilistic guarantee on the obtained solution with respect to the initial (unknown) optimization problem. Even…
We develop a new sampling strategy that uses the hit-and-run algorithm within level sets of the target density. Our method can be applied to any quasi-concave density, which covers a broad class of models. Our sampler performs well in…
In this note, we give solutions to Problems $9.4$ and $9.5,$ which were presented by Mesiar and Stup\v{n}anov\'{a} [{\it Open problems from the 12th International Conference on Fuzzy Set Theory and Its Applications}, Fuzzy Sets and Systems…
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…