Zobrazeno 1 - 10
of 24
pro vyhledávání: '"62H20, 62H05"'
Autor:
Maislinger, Lea, Trutschnig, Wolfgang
We revisit the family $\mathcal{C}^{LSL}$ of all bivariate lower semilinear (LSL) copulas first introduced by Durante et al. in 2008 and, using the characterization of LSL copulas in terms of diagonals with specific properties, derive several novel a
Externí odkaz:
http://arxiv.org/abs/2408.05989
The increasing need to analyse large volumes of data has led to the development of Symbolic Data Analysis as a promising field to tackle the data challenges of our time. New data types, such as interval-valued data, have brought fresh theoretical and
Externí odkaz:
http://arxiv.org/abs/2407.05105
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
We present an index of dependence that allows one to measure the joint or mutual dependence of a $d$-dimensional random vector with $d>2$. The index is based on a $d$-dimensional Kendall process. We further propose a standardized version of our index
Externí odkaz:
http://arxiv.org/abs/2011.12268
Three events in a probability space form a conjunctive fork if they satisfy specific constraints on conditional independence and covariances. Patterns of conjunctive forks within collections of events are characterized by means of systems of linear e
Externí odkaz:
http://arxiv.org/abs/1608.03949
Publikováno v:
Sankhya Series A, 2017, Vol. 79
We treat all the bivariate lack-of-memory (BLM) distributions in a unified approach and develop some new general properties of the BLM distributions, including joint moment generating function, product moments and dependence structure. Necessary and
Externí odkaz:
http://arxiv.org/abs/1606.05097
Three events in a probability space form a conjunctive fork if they satisfy specific constraints on conditional independence and covariances. Patterns of conjunctive forks within collections of events are characterized by means of systems of linear e
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f4a49ad5a67c92d216b26c2fa3954ac3
http://arxiv.org/abs/1608.03949
http://arxiv.org/abs/1608.03949
We treat all the bivariate lack-of-memory (BLM) distributions in a unified approach and develop some new general properties of the BLM distributions, including joint moment generating function, product moments, and dependence structure. Necessary and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6d8f24c56d1266db063e20da1ebd7237
http://arxiv.org/abs/1606.05097
http://arxiv.org/abs/1606.05097
Publikováno v:
Extremes
Extremes, Springer Verlag (Germany), 2013, 16 (3), pp.325-350. ⟨10.1007/s10687-012-0163-0⟩
Extremes, 2013, 16 (3), pp.325-350. ⟨10.1007/s10687-012-0163-0⟩
Extremes, Springer Verlag (Germany), 2013, 16 (3), pp.325-350. ⟨10.1007/s10687-012-0163-0⟩
Extremes, 2013, 16 (3), pp.325-350. ⟨10.1007/s10687-012-0163-0⟩
International audience; The main framework of multivariate extreme value theory is well-known in terms of probability, but inference and model choice remain an active research field. Theoretically, an angular measure on the positive quadrant of the u
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::defd5065f201ceff871a7c33e95cea03
https://hal.archives-ouvertes.fr/hal-00880779/file/BMA2013_preprint.pdf
https://hal.archives-ouvertes.fr/hal-00880779/file/BMA2013_preprint.pdf
Autor:
Kokol Bukovšek, Damjana, Stopar, Nik
Publikováno v:
Mediterranean Journal of Mathematics; Jun2023, Vol. 20 Issue 3, p1-16, 16p
