相关论文: Copulas: compatibility and Fr\'echet classes

We study approximations of compact linear multivariate operators defined over Hilbert spaces. We provide necessary and sufficient conditions on various notions of tractability. These conditions are mainly given in terms of sums of certain…

We develop factor copula models for analysing the dependence among mixed continuous and discrete responses. Factor copula models are canonical vine copulas that involve both observed and latent variables, hence they allow tail, asymmetric…

Copulas are mathematical objects that fully capture the dependence structure among random variables and hence, offer a great flexibility in building multivariate stochastic models. In statistics, a copula is used as a general way of…

Our purpose is to model the dependence between two random variables, taking into account a priori knowledge on these variables. For example, in many applications (oceanography, finance...), there exists an order relation between the two…

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 form tricategories and the homomorphisms between them into a bicategory, whose 2-cells are certain degenerate tritransformations. We then enrich this bicategory into an example of a three-dimensional structure called a locally cubical…

We prove that every quasi-copula can be written as a uniformly converging infinite sum of multiples of copulas. Furthermore, we characterize those quasi-copulas which can be written as a finite sum of multiples of copulas, i.e., that are a…

We study the class of equimultiple modules. In particular, we prove several criteria for an equimultiple module to be a complete intersection and prove the openness of the equimultiple locus of an ideal module.

Given a finite collection of probability measures defined on subsets of a measurable space, how can we determine if they are compatible, in the sense that they can be realized as conditional distributions of a single probability measure on…

The omnipotence of copulas when modeling dependence given marg\-inal distributions in a multivariate stochastic situation is assured by the Sklar's theorem. Montes et al.\ (2015) suggest the notion of what they call an \emph{imprecise…

We propose notions of calibration for probabilistic forecasts of general multivariate quantities. Probabilistic copula calibration is a natural analogue of probabilistic calibration in the univariate setting. It can be assessed empirically…

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…

In this work, tests of symmetry for bivariate copulas are introduced and studied using empirical Bernstein copula process. Three statistics are proposed and their asymptotic properties are established. Besides, a multiplier bootstrap…

We introduce a 3-dimensional categorical structure which we call intercategory. This is a kind of weak triple category with three kinds of arrows, three kinds of 2-dimensional cells and one kind of 3-dimensional cells. In one dimension, the…

After reviewing a large body of literature on the modeling of bivariate discrete distributions with finite support, \cite{Gee20} made a compelling case for the use of $I$-projections in the sense of \cite{Csi75} as a sound way to attempt to…

In combinatorial topology we aim to triangulate manifolds such that their topological properties are reflected in the combinatorial structure of their description. Here, we give a combinatorial criterion on when exactly triangulations of…

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…

A permutation class is splittable if it is contained in the merge of two of its proper subclasses. We characterise the unsplittable subclasses of the class of separable permutations both structurally and in terms of their bases.

This note provides conditions under which the union of three well-founded binary relations is also well-founded.

The characterizations when two natural upper bounds of the set of copulas with a given diagonal section are copulas have been well studied in the literature. Given a curvilinear section, however, there is only a partial result concerning…