Results 121 to 130 of about 9,562 (223)
Enjoy the Joy of Copulas: With a Package copula
Copulas have become a popular tool in multivariate modeling successfully applied in many fields. A good open-source implementation of copulas is much needed for more practitioners to enjoy the joy of copulas.
Jun Yan
core
On Quotients of Non-Archimedean Köthe Spaces
We show that there exists a non-archimedean Fréchet-Montel spaceWwith a basis and with a continuous norm such that any non-archimedean Fréchet space of countable type is isomorphic to a quotient ofW. We also prove that any non-archimedean nuclear Fréchet
Wiesław Śliwa
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On the lattice of deductive systems of a BL-algebra
Bu§neag Dumitru, Piciu Dana
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In this paper, we introduce the notion of the generalized ternary ring homomorphism on non-Archimedean ternary Banach algebras. Using fixed point methods, we prove the superstability and generalized Hyers-Ulam stability of generalized ternary ring ...
Ismail Nikoufar
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We ask for non-Archimedean version of following four: (1) John Theorem, (2) Dvoretzky-Milman Theorem, (3) Type-Cotype of Banach space, (4) Kwapien Theorem.
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On the representation of non-Archimedean objects
Banaschewski [B. Banaschewski, Über nulldimensionale Räume, Math. Nachr. 13 (1955) 129–140], Monna [A.F. Monna, Remarques sur les métriques non-Archimédiennes. I, II, Indag. Math. 53 (1950) 122–133, 179–191], van Rooij [A.C.M.
Deses, Didier
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Copulae sind in der multivariaten Statistik und Finanzapplikationen von großer Bedeutung. Eine wichtige Copula-Famlie sind die Archimedischen Copulae. Für parametrische Copulafamilien gibt es bereits eine Fülle an Tests zur Anpassungsgüte. Die Hypothese, dass eine Copula eine beliebige Archimedische Copula ist, wurde dagegen bisher in der Literatur ...
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The challenge of efficiently sampling exchangeable and nested Archimedean copulas is addressed. Specific focus is put on large dimensions, where methods involving generator derivatives are not applicable.
Hofert, Marius
core
A Topological Proof of the Archimedean Axiom for Archimedean Copulas
Archimedean copulas are a popular type of copulas in which a variant of the Archimedean axiom apply. We provide a topological proof of the Archimedean Axiom which is applicable for non-continuous distribution functions.
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Archimedean Copulae and Positive Dependence. [PDF]
In the first part of the paper we consider positive dependence properties of Archimedean copulae. Especially we characterize the Archimedean copulae that are multivariate totally positive of order 2 (MTP2) and conditionally increasing in sequence. In the
Marco Scarsini, Alfred Müller
core

