相关论文: An Introduction to Copulas: a Complement

In this paper we study nonparametric estimators of copulas and copula densities. We first focus our study on a density copula estimator based on a polynomial orthogonal projection of the joint density. A new copula estimator is then…

We present a new non-parametric estimator of the conditional density of the kernel type. It is based on an efficient transformation of the data by quantile transform. By use of the copula representation, it turns out to have a remarkable…

A new index based on empirical copulas, termed the Copula Statistic (CoS), is introduced for assessing the strength of multivariate dependence and for testing statistical independence. New properties of the copulas are proved. They allow us…

Compositionality is a key property for dealing with complexity, which has been studied from many points of view in diverse fields. Particularly, the composition of individual computations (or programs) has been widely studied almost since…

In this monograph we lay the foundation for a theory of coarse groups and coarse actions. Coarse groups are group objects in the category of coarse spaces, and can be thought of as sets with operations that satisfy the group axioms "up to…

Testing for pairwise independence for the case where the number of variables may be of the same size or even larger than the sample size has received increasing attention in the recent years. We contribute to this branch of the literature…

Factor models are a parsimonious way to explain the dependence of variables using several latent variables. In Gaussian 1-factor and structural factor models (such as bi-factor, oblique factor) and their factor copula counterparts, factor…

In this paper, we study discrete quasi-copulas associated with imprecise copulas. We focus on discrete imprecise copulas that are in correspondence with the Alternating Sign Matrices and provide some construction techniques of dual pairs.…

This paper studies the degree to which a bivariate copula fails to be symmetric under coordinate permutation, a property known as non-exchangeability. Working within an axiomatic framework that quantifies this asymmetry through a family of…

The empirical copula process plays a central role in the asymptotic analysis of many statistical procedures which are based on copulas or ranks. Among other applications, results regarding its weak convergence can be used to develop…

The authors transpose a discrete notion of indetermination coupling in the case of continuous probabilities. They show that this coupling, expressed on densities, cannot be captured by a specific copula which acts on cumulative distribution…

The main aim of this paper is to extend Bochner's technique to statistical structures. Other topics related to this technique are also introduced to the theory of statistical structures. It deals, in particular, with Hodge's theory,…

Capturing complex dependence structures between outcome variables (e.g., study endpoints) is of high relevance in contemporary biomedical data problems and medical research. Distributional copula regression provides a flexible tool to model…

These lecture notes were written with the aim to provide an accessible though technically solid introduction to the logic of systematical analyses of statistical data to both undergraduate and postgraduate students, in particular in the…

I developed the lecture notes based on my ``Linear Model'' course at the University of California, Berkeley over the past ten years. This book provides an intermediate-level introduction to the linear model. It balances rigorous proofs and…

These lectures consisted of an elementary introduction to conformal field theory, with some applications to statistical mechanical systems, and fewer to string theory. Contents: 1. Conformal theories in d dimensions 2. Conformal theories in…

This paper introduces vector copulas associated with multivariate distributions with given multivariate marginals, based on the theory of measure transportation, and establishes a vector version of Sklar's theorem. The latter provides a…

This is a non-standard paper, containing some problems, mainly in model theory, which I have, in various degrees, been interested in. Sometimes with a discussion on what I have to say; sometimes, of what makes them interesting to me,…

In the footsteps of the book \textit{Measure Theory and Integration By and For the Learner} of our series in Probability Theory and Statistics, we intended to devote a special volume of the very probabilistic aspects of the first cited…

These Lecture Notes are devoted to an introductory description of some of the most widely applied statistical methods for the analysis of the Large-Scale Structure (LSS) of the Universe. Rather than providing technical details about the…