Results 1 to 10 of about 27 (26)

Functions Operating on Several Multivariate Distribution Functions

Dependence 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

Stable tail dependence functions – some basic properties

Dependence 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

Dependence 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

Copulas, stable tail dependence functions, and multivariate monotonicity

Dependence 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.
Ressel Paul
doaj   +1 more source

Relaxation via separable estimators: arithmetic and implementation. [PDF]

J Glob Optim
Zha Y, Villanueva ME, Houska B, Chachuat B.   +3 more
europepmc   +1 more source

Extended Divergence-Measure Fields, the Gauss-Green Formula and Cauchy Fluxes. [PDF]

Arch Ration Mech Anal
Chen GG, Irving C, Torres M.
europepmc   +1 more source

Approximation of Lipschitz Functions Using Deep Spline Neural Networks

SIAM Journal on Mathematics of Data Science, 2023
Alexis Goujon, Sebastian Neumayer, Michael A. Unser   +2 more
exaly  

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

SIAM Journal on Mathematical Analysis, 2021
Krzysztof J Ciosmak
exaly  

A Superposition Theorem of Kolmogorov Type for Bounded Continuous Functions

Journal of Approximation Theory, 2021
Miklós Laczkovich
exaly  

On Max–Min Representations of Ordered Median Functions

Optimization, 2015
Diethard Pallaschke, Jörg Kalcsics, Jerzy Grzybowski   +2 more
exaly