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of 28
pro vyhledávání: '"62H05, 60E05"'
Let $X=(X_1,\ldots,X_p)$ be a $p$-variate random vector and $F$ a fixed finite set. In a number of applications, mainly in genetics, it turns out that $X_i\in F$ for each $i=1,\ldots,p$. Despite the latter fact, to obtain a knockoff $\widetilde{X}$ (
Externí odkaz:
http://arxiv.org/abs/2410.09835
The G-Wishart distribution is an essential component for the Bayesian analysis of Gaussian graphical models as the conjugate prior for the precision matrix. Evaluating the marginal likelihood of such models usually requires computing high-dimensional
Externí odkaz:
http://arxiv.org/abs/2404.06803
Publikováno v:
Fuzzy Sets and Systems 477 (2024), 108821
We prove that every quasi-copula can be written as a uniformly converging infinite sum of multiples of copulas. Furthermore, we characterize those quasi-copulas which can be written as a finite sum of multiples of copulas, i.e., that are a linear com
Externí odkaz:
http://arxiv.org/abs/2311.03870
Publikováno v:
Fuzzy sets and systems, vol. 480 (2024)
We answer a 15-year-old open question about the exact upper bound for bivariate copulas with a given diagonal section by giving an explicit formula for this bound. As an application, we determine the maximal asymmetry of bivariate copulas with a give
Externí odkaz:
http://arxiv.org/abs/2308.02220
Let $X$ be a $p$-variate random vector and $\widetilde{X}$ a knockoff copy of $X$ (in the sense of \cite{CFJL18}). A new approach for constructing $\widetilde{X}$ (henceforth, NA) has been introduced in \cite{JSPI}. NA has essentially three advantage
Externí odkaz:
http://arxiv.org/abs/2212.09398
Autor:
Bukovšek, Damjana Kokol, Stopar, Nik
Publikováno v:
Journal of Computational and Applied Mathematics, Vol. 437 (2024)
We determine the lower bound for possible values of Spearman's rho of a bivariate copula given that the value of its Spearman's footrule is known and show that this bound is always attained. We also give an estimate for the exact upper bound and prov
Externí odkaz:
http://arxiv.org/abs/2212.02443
Autor:
Maazouz, Yassine El, Tran, Ngoc Mai
This paper aims to lay the foundations for statistics over local fields, such as the field of $p$-adic numbers. Over such fields, we give characterizations for maximum likelihood estimation and conditional independence for multivariate Gaussian distr
Externí odkaz:
http://arxiv.org/abs/1909.00559
Autor:
Jaworski, Piotr, Pitera, Marcin
In this short note we provide an analytical formula for the conditional covariance matrices of the elliptically distributed random vectors, when the conditioning is based on the values of any linear combination of the marginal random variables. We sh
Externí odkaz:
http://arxiv.org/abs/1703.00918
Autor:
Hamel, Andreas H, Kostner, Daniel
Set-valued quantiles for multivariate distributions with respect to a general convex cone are introduced which are based on a family of (univariate) distribution functions rather than on the joint distribution function. It is shown that these quantil
Externí odkaz:
http://arxiv.org/abs/1611.06353
Autor:
Lux, Thibaut, Papapantoleon, Antonis
We derive bounds on the distribution function, therefore also on the Value-at-Risk, of $\varphi(\mathbf X)$ where $\varphi$ is an aggregation function and $\mathbf X = (X_1,\dots,X_d)$ is a random vector with known marginal distributions and partiall
Externí odkaz:
http://arxiv.org/abs/1610.09734