Results 101 to 110 of about 9,562 (223)
Research about the number of D-points of -tiling in given ellipse
An Archimedean tiling is a tiling of the plane by one type of regular polygon or several types of regular polygons, and every vertex of the tiling has the same vertex characteristics.
Xianglin WEI, Weiqi WANG
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Global Newton Iteration over Archimedean and non-Archimedean Fields
In this paper, we study iterative methods on the coefficients of the rational univariate representation (RUR) of a given algebraic set, called global Newton iteration. We compare two natural approaches to define locally quadratically convergent iterations: the first one involves Newton iteration applied to the approximate roots individually and then ...
Jonathan D. Hauenstein +2 more
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Densities of nested Archimedean copulas
Nested Archimedean copulas recently gained interest since they generalize the well-known class of Archimedean copulas to allow for partial asymmetry. Sampling algorithms and strategies have been well investigated for nested Archimedean copulas.
Marius Hofert +3 more
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Some New Bivariate Properties and Characterizations Under Archimedean Copula
This paper considers comparing properties and characterizations of the bivariate functions under Archimedean copula. It is shown that some results of the usual stochastic order for the bivariate functions in the independent case are generalized to the ...
Qingyuan Guan, Peihua Jiang, Guangyu Liu
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The turing closure of an archimedean field
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
P. Boldi, S. Vigna
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Convergence of Archimedean Copulas
The paper on Convergence of Archimedean Copulas, with Johan Segers, just appeared, in Statistics and Probability Letters. Convergence of a sequence of bivariate Archimedean copulas to another Archimedean copula or to the comonotone copula is shown to be ...
Arthur Charpentier
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On metrizable non-Archimedean LF-spaces
It is known that no non-Archimedean LB-space (and no strict non-Archimedean LF-space) is metrizable. We show that there exist many metrizable (or even normable) non-Archimedean LF-spaces.
Śliwa, Wiesław, Wiesław Śliwa
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VALUE AT RISK ESTIMATION FOR STOCK PORTFOLIO USING THE ARCHIMEDEAN COPULA APPROACH
Investment is one of the many ways to achieve future profits. One form of investment that is widely made is stocks. The return obtained in investing in stocks is potentially higher than other investment alternatives, but the risks borne are amplified, so
Mohammad Dicky Saifullah +3 more
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Lower Tail Dependence for Archimedean Copulas: Characterizations and Pitfalls
Tail dependence copulas provide a natural perspective from which one can study the dependence in the tail of a multivariate distribution.For Archimedean copulas with continuously differentiable generators, regular variation of the generator near the ...
Charpentier, A., Segers, J.J.J.
core
Archimedean Closed Lattice-Ordered Groups [PDF]
We show that, if an abelian lattice-ordered group is archimedean closed, then each principal l-ideal is also archimedean closed. This has given a positive answer to the question raised in 1965 and hence proved that the class of abelian archimedean closed
Conrad, Paul +2 more
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