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

A pair-copula construction is a decomposition of a multivariate copula into a structured system, called regular vine, of bivariate copulae or pair-copulae. The standard practice is to model these pair-copulae parametrically, which comes at…

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…

A Dirichlet-type problem is studied for an equation of even order with variable coefficients. A criterion for the uniqueness of a solution is given. The solution is built in the form of a Fourier series. When justifying the convergence of…

This paper provides formulas for calculating of Fr\'{e}chet and limiting normal cones with respect to a set of sets and the limiting coderivative with respect to a set of set-valued mappings. These calculations are obtained under some…

The questions when two Morse function on closed manifolds are conjugated is investigated. Using the handle decompositions of manifolds the condition of conjugation is formulated. For each Morse function on 3-manifold the ordered generalized…

We provide new, improved lower bounds for the Hodge and Frobenius colevels of algebraic varieties (over $\mathbf{C}$ or over a finite field) in all cohomological degrees. These bounds are expressed in terms of the dimension of the variety…

We derive a family of necessary separability criteria for finite-dimensional systems based on inequalities for variances of observables. We show that every pure bipartite entangled state violates some of these inequalities. Furthermore, a…

We give criteria for subcategories of a compactly generated algebraic triangulated category to be precovering or preenveloping. These criteria are formulated in terms of closure conditions involving products, coproducts, directed homotopy…

The most widely used method for finding relationships between several quantities is multiple regression. This however is restricted to a single dependent variable. We present a more general method which allows models to be constructed with…

In this article we analyze the structure of $2$-categories of symmetric projective bimodules over a finite dimensional algebra with respect to the action of a finite abelian group. We determine under which condition the resulting…

We study the norms of the Bloch vectors for arbitrary $n$-partite quantum states. A tight upper bound of the norms is derived for $n$-partite systems with different individual dimensions. These upper bounds are used to deal with the…

We discuss the so-called "simplifying assumption" of conditional copulas in a general framework. We introduce several tests of the latter assumption for non- and semiparametric copula models. Some related test procedures based on…

Copula models are flexible tools to represent complex structures of dependence for multivariate random variables. According to Sklar's theorem (Sklar, 1959), any d-dimensional absolutely continuous density can be uniquely represented as the…

We determine the minimum possible column multiplicity of even, doubly-, and triply-even codes given their length. This refines a classification result for the possible lengths of $q^r$-divisible codes over $\mathbb{F}_q$. We also give a few…

One of the possible variants of the classification of trigonometric interpolation splines is considered, depending on the chosen convergence factors, the distribution of signs of the basis functions and the interpolation factors. The…

We study a family of polynomials in two variables having moduli up to bilipschitz equivalence: two distinct polynomials of this family are not bilipschitz equivalent. However any level curve of the first polynomial is bilipschitz equivalent…

We study the moduli space of coherent systems in $P^2$ using the Segre invariant. We obtain necessary conditions for the existence of $\alpha$-semistable coherent systems $(E,V)$ of type $(2, c_1, c_2, k)$, with $k \geq 2$. Afterwards, we…

It is well known that, among closed spherical Seifert three-manifolds, only lens spaces and prism manifolds admit several Seifert fibrations which are not equivalent up to diffeomorphism. Moreover the former admit infinitely many…

Copulas are used to construct joint distributions in many areas. In some problems, it is necessary to deal with correlation structures that are more complicated than the commonly known copulas. A finite order multivariate Hermite polynomial…

Commensurable groups are bi-interpretable, under suitable definability conditions.