Related papers: Copula Discrepancy: Benchmarking Dependence Struct…
Studying the multivariate extension of copula correlation yields a dimension reduction principle, which turns out to be strongly related with the `simple measure of conditional dependence' $T$ recently introduced by Azadkia & Chatterjee…
Conceptual dependencies (CDs) are particular kinds of key dependencies (KDs) and inclusion dependencies (IDs) that precisely characterize relational schemata modeled according to the main features of the Entity-Relationship (ER) model. An…
This work is inspired by the problem of characterizing a dependence measure between two cortical regions of the brain where each region contains multiple signal recordings from several neurons or channels (e.g., inhibitory and excitatory…
The results of the searches for CP non-conservation in the decays of tau leptons are presented. No evidence of violation of CP symmetry is observed neither in CLEO nor in BELLE data. Interpretation of these results is done within the…
This paper deals with dependence across marginally exponentially distributed arrival times, such as default times in financial modeling or inter-failure times in reliability theory. We explore the relationship between dependence and the…
Establishing CP violation in B0 (bar{B0}) --> l+ l- decays requires a measurement of polarization of the final lepton pair, or a precise determination of the B0 --> l+ l- and bar{B0} --> l+ l- rates. We first argue that if the amplitudes of…
A method for estimating the Shannon differential entropy of multidimensional random variables using independent samples is described. The method is based on decomposing the distribution into a product of the marginal distributions and the…
We study identification of a structural group effect when the group indicator $G\in\{0,1\}$ is unobserved but the analyst observes a calibrated probability score $p\in[0,1]$ satisfying $\mathbb{E}[G|p,X]=p$. Under a constant-coefficient…
This paper introduces a nonparametric copula-based index for detecting the strength and monotonicity structure of linear and nonlinear statistical dependence between pairs of random variables or stochastic signals. Our index, termed Copula…
Maximum mean discrepancies (MMDs) like the kernel Stein discrepancy (KSD) have grown central to a wide range of applications, including hypothesis testing, sampler selection, distribution approximation, and variational inference. In each…
This paper considers the difference of stop-loss payoffs where the underlying is a difference of two random variables. The goal is to study whether the comonotonic and countermonotonic modifications of those two random variables can be used…
We present results of studies of charge disproportionation (CD) and spin differentiation in Na$_x$CoO$_2$ using the correlated band theory approach (local-density approximation+Hubbard U:LDA+U). The simultaneous CD and gap opening can be…
In this work, we propose extropy measures based on density copula, distributional copula, and survival copula, and explore their properties. We study the effect of monotone transformations for the proposed measures and obtain bounds. We…
In biomedical studies, paired survival data arise naturally when two event times are observed within the same subject. Existing statistical models seldom accommodate both cure fractions and complex dependence structures. In this paper, we…
The partial copula provides a method for describing the dependence between two random variables $X$ and $Y$ conditional on a third random vector $Z$ in terms of nonparametric residuals $U_1$ and $U_2$. This paper develops a nonparametric…
Probability density estimation from observed data constitutes a central task in statistics. In this brief, we focus on the problem of estimating the copula density associated to any observed data, as it fully describes the dependence…
Pair production of tau leptons in two photon collision ${\gamma\gamma \to \tau^{+}\tau}^{-}$ is studied at CLIC to test CP violating QED couplings of tau leptons. CP violating effects are investigated using tau pair spin correlations which…
In many time-to-event studies, the event of interest is recurrent. Here, the data for each sample unit corresponds to a series of gap times between the subsequent events. Given a limited follow-up period, the last gap time might be…
Copulas are essential tools in statistics and probability theory, enabling the study of the dependence structure between random variables independently of their marginal distributions. Among the various types of copulas, Ratio-Type Copulas…
In this paper, we study a semiparametric family of bivariate copulas. The family is generated by an univariate function, determining the symmetry (radial symmetry, joint symmetry) and dependence property (quadrant dependence, total…