Related papers: Extreme mass distributions for quasi-copulas

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,…

Limits and colimits of diagrams, defined by maps between sets, are universal constructions fundamental in different mathematical domains and key concepts in theoretical computer science. Its importance in semantic modeling is described by…

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…

We suggest a natural approach that leads to a modification of classical quasispecies models and incorporates the possibility of population extinction in addition to growth. The resulting modified models are called open. Their essential…

Real-world phenomena often exhibit vagueness, partial truth, and incomplete information. To model such uncertainty in a mathematically rigorous way, many generalized set-theoretic frameworks have been introduced, including Fuzzy Sets [1],…

We revisit the decoupling approach widely used (often intuitively) in nonlinear analysis and optimization and initially formalized about a quarter of a century ago by Borwein & Zhu, Borwein & Ioffe and Lassonde. It allows one to streamline…

We show that all multivariate Extreme Value distributions, which are the possible weak limits of the $K$ largest order statistics of iid sequences, have the same copula, the so called K-extremal copula. This copula is described through…

Often of primary interest in the analysis of multivariate data are the copula parameters describing the dependence among the variables, rather than the univariate marginal distributions. Since the ranks of a multivariate dataset are…

We study the weak solvability of a quasilinear reaction-diffusion system nonlinearly coupled with an linear elliptic system posed in a domain with distributed microscopic balls in $2D$. The size of these balls are governed by an ODE with…

Quasicritical exponents of one-dimensional models displaying a quasitransition at finite temperatures are examined in detail. The quasitransition is characterized by intense sharp peaks in physical quantities such as specific heat and…

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…

Starting from the characterization of extreme-value copulas based on max-stability, large-sample tests of extreme-value dependence for multivariate copulas are studied. The two key ingredients of the proposed tests are the empirical copula…

In this paper our aim is to characterize the set of extreme points of the set of all n-dimensional copulas (n > 1). We have shown that a copula must induce a singular measure with respect to Lebesgue measure in order to be an extreme point…

Zero-inflated continuous data ubiquitously appear in many fields, in which lots of exactly zero-valued data are observed while others distribute continuously. Due to the mixed structure of discreteness and continuity in its distribution,…

The paper examines the problems related to the well-posedness of the Cucker-Smale model with communication restricted to the $q$-closest neighbors, known also as the Cucker-Dong model. With agents oscillating on the boundary of different…

Explosive percolation (EP) has received significant research attention due to its rich and anomalous phenomena near criticality. In our recent study [Phys. Rev. Lett. 130, 147101 (2023)], we demonstrated that the correct critical behaviors…

In this paper studies the maximal covering location problem, assuming imprecise knowledge of all data involved. The considered problem is modeled from a fuzzy perspective producing suitable fuzzy Pareto solutions. Some properties of the…

This article proposes copula-based dependence quantification between multiple groups of random variables of possibly different sizes via the family of $Phi$-divergences. An axiomatic framework for this purpose is provided, after which we…

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…

A simple way of obtaining robust estimates of the "center" (or the "location") and of the "scatter" of a dataset is to use the maximum likelihood estimate with a class of heavy-tailed distributions, regardless of the "true" distribution…