Related papers: Quantitative analysis of non-exchangeability in bi…
Parametric copula families have been known to flexibly capture various dependence patterns, e.g., either positive or negative dependence in either the lower or upper tails of bivariate distributions. In this paper, our objective is to…
Asymmetry measurements are common in collider experiments and can sensitively probe particle properties. Typically, data can only be measured in a finite region covered by the detector, so an extrapolation from the visible asymmetry to the…
This paper introduces a simple measure of a concordance pattern among observed outcomes along a network, i.e., the pattern in which adjacent outcomes tend to be more strongly correlated than non-adjacent outcomes. The graph concordance…
Incompatible measurements, i.e., measurements that cannot be simultaneously performed, are necessary to observe nonlocal correlations. It is natural to ask, e.g., how incompatible the measurements have to be to achieve a certain violation…
In randomized experiments with noncompliance, tests may focus on compliers rather than on the overall sample. Rubin (1998) put forth such a method, and argued that testing for the complier average causal effect and averaging permutation…
We study the number of collisions $X_n$ of an exchangeable coalescent with multiple collisions ($\Lambda$-coalescent) which starts with $n$ particles and is driven by rates determined by a finite characteristic measure $\nu({\rm…
We propose a new nonparametric test for the supposition of independence between two continuous random variables. The test is based on the size of the longest increasing subsequence of a random permutation. We identified the independence…
Finding upper and lower bounds to integrals with respect to copulas is a quite prominent problem in applied probability. In their 2014 paper, Hofer and Iaco showed how particular two dimensional copulas are related to optimal solutions of…
We discuss a general method of revealing both space-space and space-time noncommuting structures in various models in particle mechanics exhibiting reparametrisation symmetry. Starting from the commuting algebra in the conventional gauge,…
This paper deals with a situation when one is interested in the dependence structure of a multidimensional response variable in the presence of a multivariate covariate. It is assumed that the covariate affects only the marginal…
We propose a new class of extreme-value copulas which are extreme-value limits of conditional normal models. Conditional normal models are generalizations of conditional independence models, where the dependence among observed variables is…
Copulas, generalized estimating equations, and generalized linear mixed models promote the analysis of grouped data where non-normal responses are correlated. Unfortunately, parameter estimation remains challenging in these three…
We propose a new goodness-of-fit test for copulas, based on empirical copula processes and their nonparametric bootstrap counterparts. The standard Kolmogorov-Smirnov type test for copulas that takes the supremum of the empirical copula…
For a multipartite quantum state, the maximal violation of all Bell inequalities constitutes a measure of its nonlocality [Loubenets, J. Math. Phys. 53, 022201 (2012)]. In the present article, for the maximal violation of Bell inequalities…
When facing multivariate covariates, general semiparametric regression techniques come at hand to propose flexible models that are unexposed to the curse of dimensionality. In this work a semiparametric copula-based estimator for…
Estimation of extreme value copulas is often required in situations where available data are sparse. Parametric methods may then be the preferred approach. A possible way of defining parametric families that are simple and, at the same…
A factor copula model is proposed in which factors are either simulable or estimable from exogenous information. Point estimation and inference are based on a simulated methods of moments (SMM) approach with non-overlapping simulation…
In this paper we study nonparametric estimators of copulas and copula densities. We first focus our study on a density copula estimator based on a polynomial orthogonal projection of the joint density. A new copula estimator is then…
Strong mixing property holds for a broad class of linear and nonlinear time series models such as ARMA and GARCH models. In this article we study correlation structure of strong mixing sequences, and some asymptotic properties are…
A simple two-species asymmetric exclusion model in one dimension with bulk and boundary exchanges of particles is investigated for the existence of spontaneous symmetry breaking. The model is a generalization of the bridge model for which…