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

200 篇论文

In this paper, we consider compatible Hom-Lie triple systems. Compatible Hom-Lie triple systems are characterized as Maurer-Cartan elements in a suitable bidifferential graded Lie algebra. We also define a cohomology theory for compatible…

环与代数 · 数学 2025-09-17 Wen Teng , Fengshan Long , Hui Zhang , Jiulin Jin

Vine pair-copula constructions exist for a mix of continuous and ordinal variables. In some steps, this can involve estimating a bivariate copula for a pair of mixed continuous-ordinal variables. To assess the adequacy of copula fits for…

统计方法学 · 统计学 2023-10-13 Shenyi Pan , Harry Joe

Our article addresses the problem of flexibly estimating a multivariate density while also attempting to estimate its marginals correctly. We do so by proposing two new estimators that try to capture the best features of mixture of normals…

统计方法学 · 统计学 2009-01-05 Paolo Giordani , Xiuyan Mun , Robert Kohn

Compatibility conditions are investigated for planar network structures consisting of nodes and connecting bars; these conditions restrict the elongations of bars and are analogous to the compatibility conditions of deformation in continuum…

数学物理 · 物理学 2018-12-27 Andrejs Treibergs , Andrej Cherkaev , Predrag Krtolica

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…

概率论 · 数学 2019-07-16 Ahmed Sani , Loubna Karbil

The poset of permutations of [n] under Bruhat ordering is studied. We give nontrivial upper and lower bounds for the number of comparable pairs of permutations in both the weak and strong versions of this order. In light of numerical…

概率论 · 数学 2007-05-23 Adam Hammett , Boris Pittel

We introduce novel information-theoretic measures termed the multivariate cumulative copula fractional inaccuracy measure and the multivariate survival copula fractional inaccuracy measure, constructed respectively from multivariate copulas…

统计理论 · 数学 2025-06-25 Aman Pandey , Chanchal Kundu

We consider four classes of polynomials over the fields $\mathbb{F}_{q^3}$, $q=p^h$, $p>3$, $f_1(x)=x^{q^2+q-1}+Ax^{q^2-q+1}+Bx$, $f_2(x)=x^{q^2+q-1}+Ax^{q^3-q^2+q}+Bx$, $f_3(x)=x^{q^2+q-1}+Ax^{q^2}-Bx$, $f_4(x)=x^{q^2+q-1}+Ax^{q}-Bx$,…

组合数学 · 数学 2018-04-05 Daniele Bartoli

In this paper, we present a family of bivariate copulas by transforming a given copula function with two increasing functions, named as transformed copula. One distinctive characteristic of the transformed copula is its singular component…

统计理论 · 数学 2017-10-04 Jiehua Xie , Jingping Yang , Wenhao Zhu

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…

统计方法学 · 统计学 2026-05-26 Vinícius Litvinoff Justus , Felipe Fontana Vieira

We propose reinterpreting copula density estimation as a discriminative task. Under this novel estimation scheme, we train a classifier to distinguish samples from the joint density from those of the product of independent marginals,…

统计方法学 · 统计学 2025-03-20 David Huk , Mark Steel , Ritabrata Dutta

Starting from the characterization of extreme-value copulas based on max-stability, large-sample tests of extreme-value dependence for multivariate copulas are studied. The two key ingredients of the proposed tests are the empirical copula…

统计方法学 · 统计学 2011-05-12 Ivan Kojadinovic , Johan Segers , Jun Yan

So called pair copula constructions (PCCs), specifying multivariate distributions only in terms of bivariate building blocks (pair copulas), constitute a flexible class of dependence models. To keep them tractable for inference and model…

统计方法学 · 统计学 2012-05-23 Jakob Stöber , Harry Joe , Claudia Czado

We consider Hilbert algebras with a supplementary Fr\'echet topology and get various extensions of the algebraic structure by using duality techniques. In particular we obtain optimal multiplier-type involutive algebras, which in…

泛函分析 · 数学 2015-01-30 M. Mantoiu , R. Purice

We consider multidimensional quadratic BSDEs with bounded and unbounded terminal conditions. We provide sufficient conditions which guarantee existence and uniqueness of solutions. In particular, these conditions are satisfied if the…

概率论 · 数学 2017-10-24 Asgar Jamneshan , Michael Kupper , Peng Luo

On objects of a triangulated category with a stability condition, we construct a topology.

代数几何 · 数学 2007-05-23 So Okada

In this Letter we find the new criteria of separability of multipartite qubit density matrixes. Especially, we discuss in detail the criteria of separability for tripartite qubit density matrixes. We find the sufficient and necessary…

量子物理 · 物理学 2007-05-23 Zai-Zhe Zhong

We define the operation of composing two hereditary classes of permutations using the standard composition of permutations as functions and we explore properties and structure of permutation classes considering this operation. We mostly…

组合数学 · 数学 2017-03-13 Mark Karpilovskij

We provide analytical lower and upper bounds for entanglement of formation for bipartite systems, which give a direct relation between the bounds of entanglement of formation and concurrence, and improve the previous results. Detailed…

量子物理 · 物理学 2012-11-05 Xue-Na Zhu , Shao-Ming Fei

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…

动力系统 · 数学 2015-06-16 Cristian Ghiu , Raluca Tuliga , Constantin Udriste , Ionel Tevy