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Statistical aspects of associativity for copulas

José M. González-Barrios — 2010

Kybernetika

In this paper we study in detail the associativity property of the discrete copulas. We observe the connection between discrete copulas and the empirical copulas, and then we propose a statistic that indicates when an empirical copula is associative and obtain its main statistical properties under independence. We also obtained asymptotic results of the proposed statistic. Finally, we study the associativity statistic under different copulas and we include some final remarks about associativity...

Supertauberian operators and perturbations.

M. GonzálezA. Martínez-Abejón — 1993

Extracta Mathematicae

Upper semi-Fredholm operators and tauberian operators in Banach spaces admit the following perturbative characterizations [6], [2]: An operator T: X --> Y is upper semi-Fredholm (tauberian) if and only if for every compact operator K: X --> Y the kernel N(T+K) is finite dimensional (reflexive). In [7] Tacon introduces an intermediate class between upper semi-Fredholm operators and tauberian operators, the supertauberian operators, and he studies this class using non-standard analysis....

Anova difuso bicriterio (II).

Valentín M. Gonzalez de Garibay — 1986

Trabajos de Estadística

Continuando el desarrollo del modelo lineal sobre dos variables dummy difusas, encontramos expresiones para las descomposiciones clásicas en sumas de cuadrados y estudiamos sus distribuciones bajo hipótesis de normalidad. Damos una interpretación geométrica del ajuste cuando las variables numéricas explicativas se ven sometidas a una codificación difusa de tipo semilineal y contrastamos en estos casos la mejora de este nuevo modelo respecto de la regresión sobre las variables originales. Concluimos...

Anova difuso bicriterio (I).

Valentín M. Gonzalez de Garibay — 1986

Trabajos de Estadística

Planteamos el modelo lineal sobre variables dummy difusas asociadas a variables cuantitativas codificadas o cualitativas. En el modelo bicriterio aparecen las mismas dificultades conceptuales que se presentan en el caso multicriterio, pero su desarrollo resulta mucho más ágil y transparente. Resolvemos las ecuaciones normales, caracterizando el conjunto de soluciones y encontramos finalmente las funciones paramétricas estimables para este modelo.

Exact distribution under independence of the diagonal section of the empirical copula

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].

Smooth double subvarieties on singular varieties, III

M. R. Gonzalez-Dorrego — 2016

Banach Center Publications

Let k be an algebraically closed field, char k = 0. Let C be an irreducible nonsingular curve such that rC = S ∩ F, r ∈ ℕ, where S and F are two surfaces and all the singularities of F are of the form z ³ = x 3 s - y 3 s , s ∈ ℕ. We prove that C can never pass through such kind of singularities of a surface, unless r = 3a, a ∈ ℕ. We study multiplicity-r structures on varieties r ∈ ℕ. Let Z be a reduced irreducible nonsingular (n-1)-dimensional variety such that rZ = X ∩ F, where X is a normal n-fold, F is a (N-1)-fold...

On triple curves through a rational triple point of a surface

M. R. Gonzalez-Dorrego — 2006

Annales Polonici Mathematici

Let k be an algebraically closed field of characteristic 0. Let C be an irreducible nonsingular curve in ℙⁿ such that 3C = S ∩ F, where S is a hypersurface and F is a surface in ℙⁿ and F has rational triple points. We classify the rational triple points through which such a curve C can pass (Theorem 1.8), and give an example (1.12). We only consider reduced and irreducible surfaces.

Symmetries of random discrete copulas

In this paper we analyze some properties of the discrete copulas in terms of permutations. We observe the connection between discrete copulas and the empirical copulas, and then we analyze a statistic that indicates when the discrete copula is symmetric and obtain its main statistical properties under independence. The results obtained are useful in designing a nonparametric test for symmetry of copulas.

Sample d -copula of order m

In this paper we analyze the construction of d -copulas including the ideas of Cuculescu and Theodorescu [5], Fredricks et al. [15], Mikusiński and Taylor [25] and Trutschnig and Fernández-Sánchez [33]. Some of these methods use iterative procedures to construct copulas with fractal supports. The main part of this paper is given in Section 3, where we introduce the sample d -copula of order m with m 2 , the central idea is to use the above methodologies to construct a new copula based on a sample. The...

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