Results 51 to 60 of about 319 (104)
Extreme mass distributions for quasi-copulas
Fuzzy Sets and Systems22 pages, 4 ...
Matjaž Omladič +2 more
openaire +2 more sources
Recursive Random Binning to Detect and Display Pairwise Dependence
Statistical Analysis and Data Mining: An ASA Data Science Journal, Volume 18, Issue 5, October 2025.ABSTRACT Random binnings generated via recursive binary splits are introduced as a way to detect, measure the strength of, and to display the pattern of association between any two variates, whether one or both are continuous or categorical. This provides a single approach to ordering large numbers of variate pairs by their measure of dependence and ...
Chris Salahub, R. Wayne Oldford
wiley +1 more source
Improved Frechet bounds and model-free pricing of multi-asset options
, 2011 Improved bounds on the copula of a bivariate random vector are computed when partial information is available, such as the values of the copula on a given subset of $[0,1]^2$, or the value of a functional of the copula, monotone with respect to the ...
Tankov, Peter
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Discrete Imprecise Copulas [PDF]
In this paper, we study discrete quasi-copulas associated with imprecise copulas. We focus on discrete imprecise copulas that are in correspondence with the Alternating Sign Matrices and provide some construction techniques of dual pairs.
Košir, Tomaž, Perrone, Elisa
core +1 more source
Copulas constructed from horizontal sections [PDF]
, 2007 In analogy with the study of copulas whose diagonal sections have been fixed, we study the set $\mathcal{C}_h$ of copulas for which a horizontal section $h$ has been given. We first show that this set is not empty, by explicitly writing one such copula,
A. KOLESAROVA +3 more
core +1 more source
Searching for Universality of Turbulence in the Earth's Magnetosphere
Journal of Geophysical Research: Space Physics, Volume 130, Issue 10, October 2025.Abstract Turbulence in space plasmas remains a fundamental challenge, and Earth's magnetosphere (MSP) offers a natural laboratory for its study. Using high‐resolution magnetic field data from the Magnetospheric Multiscale (MMS) mission, we extend a stochastic Markovian framework to analyze turbulence across 10 diverse magnetospheric regions, including ...
Dariusz Wójcik, Wiesław M. Macek
wiley +1 more source
The importance of being the upper bound in the bivariate family. [PDF]
, 2017 Any bivariate cdf is bounded by the Fr ´echet-Hoeffding lower and upper bounds. We illustrate the importance of the upper bound in several ways. Any bivariate distribution can be written in terms of this bound, which is implicit in logit analysis and the
Cuadras, C. M. (Carlos María)
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Earth's Future, Volume 13, Issue 9, September 2025.Abstract Compound extreme precipitation preconditioned by heatwaves (CHEPs) are attracting people's attention nowadays, due to their devastating impacts on ecosystems and society. Although previous studies have widely investigated the historical changes of CHEPs, when these changes emerge from the internal climate variability remains unclear.
Jiahe Liu +4 more
wiley +1 more source
Earthquake Engineering &Structural Dynamics, Volume 54, Issue 10, Page 2433-2452, August 2025.ABSTRACT A new generation of yielding links, referred to as cast steel replaceable modular yielding links (CMLs), was recently validated through extensive large‐scale testing, to enhance the seismic performance of steel eccentrically braced frames (EBFs). The effective use of CMLs relies on accurately evaluating the seismic response of the EBF systems,
Hongzhou Zhang, Pedram Mortazavi
wiley +1 more source
Improved Robust Price Bounds for Multi-Asset Derivatives under Market-Implied Dependence Information
, 2022 We show how inter-asset dependence information derived from observed market prices of liquidly traded options can lead to improved model-free price bounds for multi-asset derivatives.
Ansari, Jonathan +3 more
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