Related papers: Random discrete copulas
Suppose an interval is put on a horizontal line with random roughness. With probability one it is supported at two points, one from the left, and another from the right from its center. We compute probability distribution of support points…
The distribution of the sum of independent identically distributed uniform random variables is well-known. However, it is sometimes necessary to analyze data which have been drawn from different uniform distributions. By inverting the…
Our original results refer to multivariate recurrences: discrete multitime diagonal recurrence, bivariate recurrence, trivariate recurrence, solutions tailored to particular situations, second order multivariate recurrences, characteristic…
In this paper we construct the new coefficient which allows to measure quantitatively the independence of the two discrete random variables. The new inequalities for the matrices with non-negative elements are found
Smoothing is omnipresent in astronomy, because almost always measurements performed at discrete positions in the sky need to be interpolated into a smooth map for subsequent analysis. Still, the statistical properties of different…
What can we say about the spectra of a collection of microscopic variables when only their coarse-grained sums are experimentally accessible? In this paper, using the tools and methodology from the study of quantum nonlocality, we develop a…
We propose a new copula model for replicated multivariate spatial data. Unlike classical models that assume multivariate normality of the data, the proposed copula is based on the assumption that some factors exist that affect the joint…
In the present paper new insights into the study of the Non-central Dirichlet distribution are provided. This latter is the analogue of the Dirichlet distribution obtained by replacing the Chi-Squared random variables involved in its…
In this work we derive the copulas related to Manneville-Pomeau processes. We examine both bidimensional and multidimensional cases and derive some properties for the related copulas. Computational issues, approximations and random variate…
We present a review of the discrete dipole approximation (DDA), which is a general method to simulate light scattering by arbitrarily shaped particles. We put the method in historical context and discuss recent developments, taking the…
Invariant manifolds provide the geometric structures for describing and understanding dynamics of nonlinear systems. The theory of invariant manifolds for both finite and infinite dimensional autonomous deterministic systems, and for…
In this report, the explicit probability density functions of the random Euclidean distances associated with equilateral triangles are given, when the two endpoints of a link are randomly distributed in 1) the same triangle, 2) two adjacent…
Several collective risk models have recently been proposed by relaxing the widely used but controversial assumption of independence between claim frequency and severity. Approaches include the bivariate copula model, random effect model,…
Motivated by recently investigated results on dependence measures and robust risk models, this paper provides an overview of dependence properties of many well-known bivariate copula families, where the focus is on the Schur order for…
Consider the set of solutions to a system of polynomial equations in many variables. An algebraic manifold is an open submanifold of such a set. We introduce a new method for computing integrals and sampling from distributions on algebraic…
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 core of the classical block maxima method consists of fitting an extreme value distribution to a sample of maxima over blocks extracted from an underlying series. In asymptotic theory, it is usually postulated that the block maxima are…
We formulate the statistics of the discrete multicomponent fragmentation event using a methodology borrowed from statistical mechanics. We generate the ensemble of all feasible distributions that can be formed when a single integer…
A stationary random sequence admits under some assumptions a representation as the sum of two others: one of them is a martingale difference sequence, and another is a so-called coboundary. Such a representation can be used for proving some…
We consider the discrete three dimensional scan statistics. Viewed as the maximum of an 1-dependent stationary r.v.'s sequence, we provide approximations and error bounds for the probability distribution of the three dimensional scan…