Related papers: A complete characterization of maximal copulas wit…
Let $G$ be a finite group, and let ${\rm{cd}}(G)$ denote the set of degrees of the irreducible complex characters of $G$. The degree graph $\Delta(G)$ of $G$ is defined as the simple undirected graph whose vertex set ${\rm{V}}(G)$ consists…
We develop an asymptotic theory for extremes in decomposable graphical models by presenting results applicable to a range of extremal dependence types. Specifically, we investigate the weak limit of the distribution of suitably normalised…
We study maximal sublattices of finite semidistributive lattices via their complements. We focus on the conjecture that such complements are always intervals, which is known to be true for bounded lattices. Since the class of…
In this paper, we revisit the notion of partial copula, originally introduced to test conditional independence, highlighting its capability to represent the dependence between two random variables after removing their dependence with a…
The univariate Piecing-Together approach (PT) fits a univariate generalized Pareto distribution (GPD) to the upper tail of a given distribution function in a continuous manner. A multivariate extension was established by Aulbach et al.…
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…
The concept of asymmetric copulas is revisited and is made more precise. We give a rigorous topological argument for opportunity to define asymmetry measures defined recently by K.F Siburg [6] through exhibiting at least three ordered…
The purpose of this paper is twofold. First, we provide a novel characterization of independence of random vectors based on the checkerboard approximation to a multivariate copula. Using this result, we then propose a new family of tests of…
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…
Maximal chord diagrams up to all isomorphisms are enumerated. The enumerating formula is based on a bijection between rooted one-vertex one-face maps on locally orientable surfaces and a certain class of symmetric chord diagrams. This…
Rank-based dependence measures such as Spearman's footrule are robust and invariant, but they often fail to capture directional or asymmetric dependence in multivariate settings. This paper introduces a new family of directional Spearman's…
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 prove the conjectured upper bound for Castelnuovo-Mumford regularity of binomial edge ideals posed in [23], in the case of chordal graphs. Indeed, we show that the regularity of any chordal graph G is bounded above by the…
Under a mild condition we give closed-form expressions for copulas of systems that consist of maxima and of minima of subvectors of a given random vector $X$ with continuous marginals. Said expressions appear explicit in the copula of $X$…
We give the maximal distance between a copula and itself when the argument is permuted for arbitrary dimension, generalizing a result for dimension two by Nelsen (2007), Klement and Mesiar (2006). Furthermore, we establish a subset of…
The sparsity order of a (simple undirected) graph is the highest possible rank (over ${\mathbb R}$ or ${\mathbb C}$) of the extremal elements in the matrix cone that consists of positive semidefinite matrices with prescribed zeros on the…
Let $\gamma(G)$ and $i(G)$ be the domination number and the independent domination number of $G$, respectively. Rad and Volkmann posted a conjecture that $i(G)/ \gamma(G) \leq \Delta(G)/2$ for any graph $G$, where $\Delta(G)$ is its maximum…
Given a finite group G, let cd(G) denote the set of degrees of the irreducible complex characters of G. The character degree graph of G is defined as the simple undirected graph whose vertices are the prime divisors of the numbers in cd(G),…
Copula modelling has in the past decade become a standard tool in many areas of applied statistics. However, a largely neglected aspect concerns the design of related experiments. Particularly the issue of whether the estimation of copula…
It is proved that every series-parallel digraph whose maximum vertex-degree is $\Delta$ admits an upward planar drawing with at most one bend per edge such that each edge segment has one of $\Delta$ distinct slopes. This is shown to be…