Related papers: Random discrete copulas
We introduce the notion of angular values for deterministic linear difference equations and random linear cocycles. We measure the principal angles between subspaces of fixed dimension as they evolve under nonautonomous or random linear…
Multivariate datasets are common in various real-world applications. Recently, copulas have received significant attention for modeling dependencies among random variables. A copula-based information measure is required to quantify the…
We study the mutual information estimation for mixed-pair random variables. One random variable is discrete and the other one is continuous. We develop a kernel method to estimate the mutual information between the two random variables. The…
We study the gaps between consecutive singular values of random rectangular matrices. Specifically, if $M$ is an $n \times p$ random matrix with independent and identically distributed entries and $\Sigma$ is a $n \times n$ deterministic…
In some areas of knowledge there are data representing directions restricted to a specific range of values. Consequently, it is useful to have models for describing variables defined in subsets of the k-dimensional unit sphere. This need…
We discuss asymptotic properties of a family of discrete probability measures which may be used to model particle configurations with a wall on a set of discrete nodes. The correlations are shown to be determinantal and are expressed in…
We introduce a new test procedure of independence in the framework of parametric copulas with unknown marginals. The method is based essentially on the dual representation of $\chi^2$-divergence on signed finite measures. The asymptotic…
We propose a new bivariate symmetric copula with positive and negative dependence properties. The main features of the proposed copula are its simple mathematical structure, wider dependence range compared to FGM copula and its…
We consider random polytopes in the $d$-dimensional Euclidean space that are the convex hulls i.i.d. random points selected according to beta-prime distributions. These distributions are rotationally symmetric, heavy-tailed, and their…
Random walk has wide applications in many fields, such as machine learning, biology, physics, and chemistry. Random walk can be discrete or continuous in time and space. Asymmetric random walk could be described by drift-diffusion equation.…
In this article, we study tests of independence for data with arbitrary distributions in the non-serial case, i.e., for independent and identically distributed random vectors, as well as in the serial case, i.e., for time series. These…
Recently, Lee and Cha (2015, `On two generalized classes of discrete bivariate distributions', {\it American Statistician}, 221 - 230) proposed two general classes of discrete bivariate distributions. They have discussed some general…
We consider the relation for the stochastic equilibrium states between the reduced system on a random slow manifold and the original system. This provides a theoretical basis for the reduction about sophisti- cated detailed models by the…
We investigate $(2+1)$-dimensional discretized directed polymers in Gaussian random media. By numerically calculating the probability distribution function of overlap between two independent and identical systems on a common random…
An expression for the joint probability distribution of the principal curvatures at an arbitrary point in the ensemble of isosurfaces defined on isotropic Gaussian random fields on Rn is derived. The result is obtained by deriving symmetry…
In this article, a copula-based method for mixed regression models is proposed, where the conditional distribution of the response variable, given covariates, is modelled by a parametric family of continuous or discrete distributions, and…
In this paper we study "discrete polynomial blending," a term used to define a certain discretized version of curve blending whereby one approximates from the "sum of tensor product polynomial spaces" over certain grids. Our strategy is to…
In this paper, we proposed a multivariate normality test based on copula entropy. The test statistic is defined as the difference between the copula entropies of unknown distribution and the Gaussian distribution with same covariances. The…
In this paper, we study the curvature properties of random complex plane curves. We bound from below the probability that a uniform proportion of the area of a random complex degree $d$ plane curve has a curvature smaller than $-d/8$. Our…
An ensemble of random unistochastic (orthostochastic) matrices is defined by taking squared moduli of elements of random unitary (orthogonal) matrices distributed according to the Haar measure on U(N) (or O(N), respectively). An ensemble of…