Displaying similar documents to “Sample d -copula of order m ”

On a problem by Schweizer and Sklar

Fabrizio Durante (2012)

Kybernetika

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We give a representation of the class of all n -dimensional copulas such that, for a fixed m ∈ ℕ , 2 ≤ m < n , all their m -dimensional margins are equal to the independence copula. Such an investigation originated from an open problem posed by Schweizer and Sklar.

Constructing families of symmetric dependence functions

Włodzimierz Wysocki (2012)

Kybernetika

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We construct two pairs ( 𝒜 F [ 1 ] , 𝒜 F [ 2 ] ) and ( 𝒜 ψ [ 1 ] , 𝒜 ψ [ 2 ] ) of ordered parametric families of symmetric dependence functions. The families of the first pair are indexed by regular distribution functions F , and those of the second pair by elements ψ of a specific function family ψ . We also show that all solutions of the differential equation d y d u = α ( u ) u ( 1 - u ) y for α in a certain function family α s are symmetric dependence functions.

Hyper-dependence, hyper-ageing properties and analogies between them: a semigroup-based approach

Rachele Foschi (2013)

Kybernetika

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In previous papers, evolution of dependence and ageing, for vectors of non-negative random variables, have been separately considered. Some analogies between the two evolutions emerge however in those studies. In the present paper, we propose a unified approach, based on semigroup arguments, explaining the origin of such analogies and relations among properties of stochastic dependence and ageing.