Results 1 to 10 of about 26 (24)

Functions operating on several multivariate distribution functions

open access: yesDependence Modeling, 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 characterized ...
Paul Ressel
exaly   +2 more sources

Copulas, stable tail dependence functions, and multivariate monotonicity

open access: yesDependence Modeling, 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 scale.
Paul Ressel
exaly   +2 more sources

Stable tail dependence functions – some basic properties

open access: yesDependence Modeling, 2022
We prove some important properties of the extremal coefficients of a stable tail dependence function (“STDF”) and characterise logistic and some related STDFs.
Ressel Paul
doaj   +1 more source

A multivariate version of Williamson’s theorem, ℓ1-symmetric survival functions, and generalized Archimedean copulas

open access: yesDependence Modeling, 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.
Ressel Paul
doaj   +1 more source

A GENERALIZATION OF THE PSEUDO-LAPLACE TRANSFORM

open access: yes, 2008
. This paper gives a generalization of the Pseudo-Laplace transform. In the special cases of semirings, the pseudo-exchange formula is proved. Also, for these semirings the forms of the Pseudo-Laplace transform and inverse operator are given. The results
Nebojˇsa M. Ralević
core  
Some of the next articles are maybe not open access.

Approximation of Lipschitz Functions Using Deep Spline Neural Networks

SIAM Journal on Mathematics of Data Science, 2023
Alexis Goujon   +2 more
exaly  

Matrix Hölder's Inequality and Divergence Formulation of Optimal Transport of Vector Measures

SIAM Journal on Mathematical Analysis, 2021
Krzysztof Ciosmak
exaly  

On topological types of ordered median functions

Optimization, 2015
Diethard Pallaschke   +2 more
exaly  

On max–min representations of ordered median functions

Optimization, 2015
Diethard Pallaschke   +2 more
exaly  

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