相关论文: Single-index copulae

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…

In this paper we deal with a subclass of chordal graphs, which are simultaneously strictly chordal and interval, the strictly interval graphs. We present a new characterization of the class that leads to a simple linear recognition…

We introduce a correlation coefficient that is designed to deal with a variety of ranking formats including those containing non-strict (i.e., with-ties) and incomplete (i.e., unknown) preferences. The correlation coefficient is designed to…

We use the framework of Colombeau algebras of generalized functions to study existence and uniqueness of global generalized solutions to mixed non-local problems for a semilinear hyperbolic system. Coefficients of the system as well as…

There exist many bivariate parametric copulas to model bivariate data with different dependence features. We propose a new bivariate parametric copula family that cannot only handle various dependence patterns that appear in the existing…

We propose a copula-based measure of asymmetry between the lower and upper tail probabilities of bivariate distributions. The proposed measure has a simple form and possesses some desirable properties as a measure of asymmetry. The limit of…

The notion of asymptotic unpredictability was recently introduced in (Commun. Nonlinear Sci. Numer. Simul. 134, 108029, 2024) for semiflows. Likewise unpredictable trajectories, asymptotically unpredictable ones are also capable of…

We propose nonparametric identification and semiparametric estimation of joint potential outcome distributions in the presence of confounding. First, in settings with observed confounding, we derive tighter, covariate-informed bounds on the…

We classify the indexed links corresponding to the union of the closed orbits of non-singular Morse-Smale flows on most graph manifolds. We find that each of this kind of indexed links can be obtained by applying a finite steps of…

This paper focuses on the problem of modeling and estimating interaction effects between covariates and a continuous treatment variable on an outcome, using a single-index regression approach. The primary motivation is to estimate an…

We use the concept of entropy power to derive a new one-parameter class of information-theoretic uncertainty relations for pairs of conjugate observables in an infinite-dimensional Hilbert space. This class constitutes an infinite tower of…

We develop cycle index generating functions for orthogonal groups in even characteristic, and give some enumerative applications. A key step is the determination of the values of the complex linear-Weil characters of the finite symplectic…

This paper defines and develops cycle indices for the finite classical groups. These tools are then applied to study properties of a random matrix chosen uniformly from one of these groups. Properties studied by this technique will include…

The main aim of this paper is to investigate almost periodicity and asymptotic almost periodicity of abstract semilinear Cauchy inclusions of first order with (asymptotically) Stepanov almost periodic coefficients. To achieve our goal, we…

Under a single-index regression assumption, we introduce a new semiparametric procedure to estimate a conditional density of a censored response. The regression model can be seen as a generalization of Cox regression model and also as a…

Recent algorithmic advances in algebraic automata theory drew attention to semigroupoids (semicategories). These are mathematical descriptions of typed computational processes, but they have not been studied systematically in the context of…

In the world of multivariate extremes, estimation of the dependence structure still presents a challenge and an interesting problem. A procedure for the bivariate case is presented that opens the road to a similar way of handling the…

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…

The paper deals with conditional linear information inequalities valid for entropy functions induced by discrete random variables. Specifically, the so-called conditional Ingleton inequalities are in the center of interest: these are valid…

In the framework of nonparametric multivariate function estimation we are interested in structural adaptation. We assume that the function to be estimated possesses the single-index structure where neither the link function nor the index…