Displaying similar documents to “On the Multivariate Robinson-Schensted Correspondence”

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...

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.

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 extensions of expectiles risk measures

Véronique Maume-Deschamps, Didier Rullière, Khalil Said (2017)

Dependence Modeling

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This paper is devoted to the introduction and study of a new family of multivariate elicitable risk measures. We call the obtained vector-valued measures multivariate expectiles. We present the different approaches used to construct our measures. We discuss the coherence properties of these multivariate expectiles. Furthermore, we propose a stochastic approximation tool of these risk measures.

An application of canonical variate analysis in profile comparison of dry matter content of white clover between ozone-sensitive and ozone-resistant clones exposed in ambient air conditions

Dariusz Kayzer, Anna Budka, Klaudia Borowiak, Janina Zbierska, Marta Lisiak (2015)

Biometrical Letters

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Tropospheric ozone affects plant growth and the yield of main pasture species all around the world. Experiments are usually performed in fully controlled conditions; the number of investigations in ambient air conditions is still limited. Moreover, most investigations of the effect of ozone on white clover biomass production consider one series after the other, including a period without leaves. Hence, based on the recommendations, additional series are proposed and studied here. The...