Displaying similar documents to “More examples on general order multivariate Padé approximants for pseudo-multivariate functions.”

Tractability of multivariate problems for weighted spaces of functions

H. Woźniakowski (2006)

Banach Center Publications

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We survey recent results on tractability of multivariate problems. We mainly restrict ourselves to linear multivariate problems studied in the worst case setting. Typical examples include multivariate integration and function approximation for weighted spaces of smooth functions.

Forecasting time series with multivariate copulas

Clarence Simard, Bruno Rémillard (2015)

Dependence Modeling

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In this paper we present a forecasting method for time series using copula-based models for multivariate time series. We study how the performance of the predictions evolves when changing the strength of the different possible dependencies, as well as the structure of the dependence. We also look at the impact of the marginal distributions. The impact of estimation errors on the performance of the predictions is also considered. In all the experiments, we compare predictions from our...

On the Multivariate Robinson-Schensted Correspondence

Fabrizio Caselli (2008)

Bollettino dell'Unione Matematica Italiana

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We show the existence of a multivariate extension of the Robinson-Schensted correspondence. This is inspired by the interpretation of the classical two dimensional case in the invariant theory of (finite) reflection groups.

Cost-efficiency in multivariate Lévy models

Ludger Rüschendorf, Viktor Wolf (2015)

Dependence Modeling

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In this paper we determine lowest cost strategies for given payoff distributions called cost-efficient strategies in multivariate exponential Lévy models where the pricing is based on the multivariate Esscher martingale measure. This multivariate framework allows to deal with dependent price processes as arising in typical applications. Dependence of the components of the Lévy Process implies an influence even on the pricing of efficient versions of univariate payoffs.We state various...

Multivariate measures of concordance for copulas and their marginals

M. D. Taylor (2016)

Dependence Modeling

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Building upon earlier work in which axioms were formulated for multivariate measures of concordance, we examine properties of such measures. In particular,we examine the relations between the measure of concordance of an n-copula and the measures of concordance of the copula’s marginals.