Zobrazeno 1 - 10
of 80
pro vyhledávání: '"Ressel Paul"'
Autor:
Ressel Paul
Publikováno v:
Dependence Modeling, Vol 11, Iss 1, Pp 496-503 (2023)
Functions ff on [0,1]m{\left[0,1]}^{m} such that every composition f∘(g1,…,gm)f\circ \left({g}_{1},\ldots ,{g}_{m}) with dd-dimensional distribution functions g1,…,gm{g}_{1},\ldots ,{g}_{m} is again a distribution function, turn out to be chara
Externí odkaz:
https://doaj.org/article/ea218a8053314956a7c1c5abe71ef79c
Autor:
Ressel Paul
Publikováno v:
Dependence Modeling, Vol 10, Iss 1, Pp 225-235 (2022)
We prove some important properties of the extremal coefficients of a stable tail dependence function (“STDF”) and characterise logistic and some related STDFs. The well known sufficient conditions for composebility of logistic STDFs are shown to
Externí odkaz:
https://doaj.org/article/6b869a7db2934d278ec7def2c9d89007
Autor:
Mercadier Cécile, Ressel Paul
Publikováno v:
Dependence Modeling, Vol 9, Iss 1, Pp 179-198 (2021)
The paper investigates the Hoeffding–Sobol decomposition of homogeneous co-survival functions. For this class, the Choquet representation is transferred to the terms of the functional decomposition, and in addition to their individual variances, or
Externí odkaz:
https://doaj.org/article/ddd73d12204645b3ae5935cc47581274
Autor:
Ressel Paul
Publikováno v:
Dependence Modeling, Vol 7, Iss 1, Pp 247-258 (2019)
For functions of several variables there exist many notions of monotonicity, three of them being characteristic for resp. distribution, survival and co-survival functions. In each case the “degree” of monotonicity is just the basic one of a whole
Externí odkaz:
https://doaj.org/article/86f1575d365c428fa53cef56abf4aec2
Autor:
Ressel Paul
Publikováno v:
Dependence Modeling, Vol 6, Iss 1, Pp 356-368 (2018)
Williamson’s integral representation of n-monotone functions on the half-line is generalized to several dimensions. This leads to a characterization of multivariate survival functions with multiply ℓ1- symmetry. We then introduce a new class of g
Externí odkaz:
https://doaj.org/article/ac5be4c9dc33430b8389505aa5afd366
Autor:
Ressel, Paul
Compounding submodular monotone (i.e. 2-alternating) set functions on a finite set preserves this property, as shown in 2010. A natural generalization to k-alternating functions was presented in 2018, however hardly readable because of page long form
Externí odkaz:
http://arxiv.org/abs/2106.12221
Autor:
Ressel, Paul1 (AUTHOR) paul.ressel@ku.de
Publikováno v:
Positivity. Feb2023, Vol. 27 Issue 1, p1-13. 13p.