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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…

统计方法学 · 统计学 2024-05-14 Guanjie Lyu , Mohamed Belalia

A new method for constructing absolutely continuous two--dimensional copulas by differential equations is presented. The copulas are symmetric with respect to reflection in the opposite diagonal. The support of the copula density may be…

概率论 · 数学 2019-05-24 Oscar Björnham , Niklas Brännström , Leif Persson

Copulas are known to satisfy a number of regularity properties, and one might therefore believe that their densities, when they exist, admit a certain degree of regularity themselves. We show that this is not true in general by constructing…

概率论 · 数学 2022-04-12 Michaël Lalancette , Robert Zimmerman

We investigate gauge anomalies in the context of orbifold conformal field theories. Such anomalies manifest as failures of modular invariance in the constituents of the orbifold partition function. We review how this irregularity is…

高能物理 - 理论 · 物理学 2021-10-13 Daniel Robbins , Eric Sharpe , Thomas Vandermeulen

The first well founded perturbation theory for classical solid systems is presented. Theoretical approaches to thermodynamic and structural properties of the hard-sphere solid provide us with the reference system. The traditional…

凝聚态物理 · 物理学 2009-10-28 C. Rascon , L. Mederos , G. Navascues

New nonparametric tests of copula exchangeability and radial symmetry are proposed. The novel aspect of the tests is a resampling procedure that exploits group invariance conditions associated with the relevant symmetry hypothesis. They may…

计量经济学 · 经济学 2020-12-16 Brendan K. Beare , Juwon Seo

In this brief note we prove that linear B-spline copulas is not a new family of copulas since they are equivalent to checkerboard copulas, and discuss in particular how they are used to extend empirical subcopulas to copulas.

统计理论 · 数学 2016-03-18 Arturo Erdely

We define and study complex structures and generalizations on spaces consisting of geodesics or harmonic maps that are compatible with the symmetries of these spaces. The main results are about existence and uniqueness of such structures.

微分几何 · 数学 2019-01-14 László Lempert

The theory of permutation orbifolds is reviewed and applied to the study of symmetric product orbifolds and the congruence subgroup problem. The issue of discrete torsion, the combinatorics of symmetric products, the Galois action and…

高能物理 - 理论 · 物理学 2007-05-23 P. Bantay

Following our previous work on copula-based nonsymmetric bivariate dependence measures, we propose a new set of conditions on nonsymmetric multivariate dependence measures which characterize both independence and complete dependence of one…

统计方法学 · 统计学 2015-12-04 Hui Li

We survey the theory of totally symmetric sets, with applications to homomorphisms of symmetric groups, braid groups, linear groups, and mapping class groups.

群论 · 数学 2024-01-26 Noah Caplinger , Dan Margalit

In probability and statistics, copulas play important roles theoretically as well as to address a wide range of problems in various application areas. In this paper, we introduce the concept of multivariate discrete copulas, discuss their…

统计方法学 · 统计学 2013-05-27 Roman Schefzik

In probability and statistics, copulas play important roles theoretically as well as to address a wide range of problems in various application areas. We introduce the concept of multivariate discrete copulas, discuss their equivalence to…

统计方法学 · 统计学 2015-12-18 Roman Schefzik

We present a constructive and self-contained approach to data driven infinite partition-of-unity copulas that were recently introduced in the literature. In particular, we consider negative binomial and Poisson copulas and present a…

风险管理 · 定量金融 2020-12-17 Dietmar Pfeifer , Andreas Mändle , Olena Ragulina

We present a new semiclassical technique which relies on replacing complicated classical manifold structure with simpler manifolds, which are then evaluated by the usual semiclassical rules. Under circumstances where the original manifold…

混沌动力学 · 物理学 2009-11-07 Jiri Vanicek , Eric J. Heller

This paper explores the impact of perturbations of copulas on the dependence properties of the Markov chains they generate. We consider Markov chains generated by perturbed copulas. Results are provided for the mixing coefficients…

We consider the theory of \emph{twisted symmetries} of differential equations, in particular $\lambda$ and $\mu$-symmetries, and discuss their geometrical content. We focus on their interpretation in terms of gauge transformations on the…

数学物理 · 物理学 2020-02-25 D. Catalano Ferraioli , G. Gaeta

In this paper, we consider a generalization of the Stirling number sequence of both kinds by using a specialization of a new family of symmetric functions. We give combinatorial interpretations for this symmetric functions by means of…

组合数学 · 数学 2021-10-22 Bazeniar Abdelghafour , Moussa Ahmia , José L. Ramírez , Diego Villamizar

Applications of the principle of reduction of couplings to the standard model and supersymmetric grand unified theories are reviewed. Phenomenological applications of renormalization group invariant sum rules for soft supersymmetry-breaking…

高能物理 - 唯象学 · 物理学 2007-05-23 Jisuke Kubo

We consider two categories related to symplectic manifolds: 1. Objects are symplectic manifolds and morphisms are symplectic embeddings. 2. Objects are symplectic manifolds endowed with compatible almost complex structure and morphisms are…

辛几何 · 数学 2024-04-26 Vardan Oganesyan