Data depth is an important concept of nonparametric approach to multivariate data analysis. The main aim of the paper is to review possible applications of the data depth, including outlier detection, robust and affine-equivariant estimates of location, rank tests for multivariate scale difference, control charts for multivariate processes, and depth-based classifiers solving discrimination problem.

Effect basic algebras (which correspond to lattice ordered effect algebras) are studied. Their ideals are characterized (in the language of basic algebras) and one-to-one correspondence between ideals and congruences is shown. Conditions under which the quotients are OMLs or MV-algebras are found.

Let (X1,Y1),...,(Xm,Ym) be m independent identically distributed bivariate vectors and L1 = β1X1 + ... + βmXm, L2 = β1X1 + ... + βmXm are two linear forms with positive coefficients. We study two problems: under what conditions does the equidistribution of L1 and L2 imply the same property for X1 and Y1, and under what conditions does the independence of L1 and L2 entail independence of X1 and Y1? Some analytical sufficient conditions are obtained and it is shown that in general they can not be...

Let $(X_1,Y_1),...,(X_m,Y_m)$ be $m$ independent identically distributed bivariate vectors and $L_1={\beta }_1{X}_1+...+{\beta }_m{X}_m$, $L_2={\beta }_1{Y}_1+...+{\beta }_m{Y}_m$ are two linear forms with positive coefficients. We study two problems: under what conditions does the equidistribution of $L_1$ and $L_2$ imply the same property for $X_1$ and $Y_1$, and under what conditions does the independence of $L_1$ and $L_2$ entail independence of $X_1$ and $Y_1$? Some analytical sufficient conditions are obtained and it is shown that in general they can not be weakened.

In this paper, we introduce two transformations on a given copula to construct new and recover already-existent families. The method is based on the choice of pairs of order statistics of the marginal distributions. Properties of such transformations and their effects on the dependence and symmetry structure of a copula are studied.

In this paper we give an alternative proof of the construction of $n$-dimensional ordinal sums given in Mesiar and Sempi [17], we also provide a new methodology to construct $n$-copulas extending the patchwork methodology of Durante, Saminger-Platz and Sarkoci in [6] and [7]. Finally, we use the gluing method of Siburg and Stoimenov [20] and its generalization in Mesiar et al. [15] to give an alternative method of patchwork construction of $n$-copulas, which can be also used in composition with our patchwork...

An overview is given of results achieved by F. Matúš on probabilistic conditional independence (CI). First, his axiomatic characterizations of stochastic functional dependence and unconditional independence are recalled. Then his elegant proof of discrete probabilistic representability of a matroid based on its linear representability over a finite field is recalled. It is explained that this result was a basis of his methodology for constructing a probabilistic representation of a given abstract...

The autocorrelation function describing the linear dependence is not suitable for description of residual dependence of the regime-switching models. In this contribution, inspired by Rakonczai ([20]), we will model the residual dependence of the regime-switching models (SETAR, LSTAR and ESTAR) with the autocopulas (Archimedean, EV and their convex combinations) and construct improved quality models for the original real time series.

In this paper we study the set of copulas for which both a horizontal section and a vertical section have been given. We give a general construction for copulas of this type and we provide the lower and upper copulas with these sections. Symmetric copulas with given horizontal section are also discussed, as well as copulas defined on a grid of the unit square. Several examples are presented.

Although many words have been written about two recent directional (regression) quantile concepts, their applications, and the algorithms for computing associated (regression) quantile regions, their software implementation is still not widely available, which, of course, severely hinders the dissemination of both methods. Wanting to partly fill in the gap here, we provide all the codes needed for computing and plotting the multivariate (regression) quantile regions in Octave and MATLAB, describe...

Recently, the eminently popular standard quantile regression has been generalized to the multiple-output regression setup by means of directional regression quantiles in two rather interrelated ways. Unfortunately, they lead to complicated optimization problems involving parametric programming, and this may be the main obstacle standing in the way of their wide dissemination. The presented R package modQR is intended to address this issue. It originates as a quite faithful translation of the authors'...

Discrete analogue of the Liouville distribution is defined and is termed as Discrete Generalized Liouville-Type Distribution (DGL-TD). Firstly, properties in its factorial and ordinary moments are given. Then by finding the covariance matrix, partial and multiple correlations for DGL-TD are evaluated. Multinomial, multivariate negative binomial and multivariate log series distributions are shown as particular cases of this general distribution. The asymptotic distribution of the estimates of the...

This paper proposes a general framework to compare the strength of the dependence in survival models, as time changes, i. e. given remaining lifetimes $X$, to compare the dependence of $X$ given $X>t$, and $X$ given $X>s$, where $s>t$. More precisely, analytical results will be obtained in the case the survival copula of $X$ is either Archimedean or a distorted copula. The case of a frailty based model will also be discussed in details.

We generalize Jiroušek’s (right) composition operator in such a way that it can be applied to distribution functions with values in a “semifield“, and introduce (parenthesized) compositional expressions, which in some sense generalize Jiroušek’s “generating sequences” of compositional models. We say that two compositional expressions are equivalent if their evaluations always produce the same results whenever they are defined. Our first result is that a set system $\mathscr{H}$ is star-like with centre $X$ if...

In this paper we analyze some properties of the empirical diagonal and we obtain its exact distribution under independence for the two and three- dimensional cases, but the ideas proposed in this paper can be carried out to higher dimensions. The results obtained are useful in designing a nonparametric test for independence, and therefore giving solution to an open problem proposed by Alsina, Frank and Schweizer [2].

We extend Leibniz' rule for repeated derivatives of a product to multivariate integrals of a product. As an application we obtain expansions for P(a < Y < b) for Y ~ Np(0,V) and for repeated integrals of the density of Y. When V−1y > 0 in R3 the expansion for P(Y < y) reduces to one given by [H. Ruben J. Res. Nat. Bureau Stand. B 68 (1964) 3–11]. in terms of the moments of Np(0,V−1). This is shown to be a special case of an expansion in terms of the multivariate Hermite polynomials. These...