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Sample d -copula of order m

José M. González-Barrios, María M. Hernández-Cedillo (2013)

Kybernetika

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...

Semi-recorrido condicionado (expresión asintótica de la r-esperanza condicionada).

Juan Antonio Cuesta Albertos, Carlos Matrán Bea (1983)

Trabajos de Estadística e Investigación Operativa

In a probability space (Ω,σ,P), for α ⊂ σ a sub-σ field, in general the best approximation in L∞ by elements of L∞(α) has not a unique solution. For the election between these, we prove the convergence P-almost surely of the conditional r-means, when r → ∞, to one solution, which we call conditional mid-range. This is characterized for each ω ∈ Ω by the mid-range, of one regular conditional distribution Q(ω, ·).

Simple fractions and linear decomposition of some convolutions of measures

Jolanta K. Misiewicz, Roger Cooke (2001)

Discussiones Mathematicae Probability and Statistics

Every characteristic function φ can be written in the following way: φ(ξ) = 1/(h(ξ) + 1), where h(ξ) = ⎧ 1/φ(ξ) - 1 if φ(ξ) ≠ 0 ⎨ ⎩ ∞ if φ(ξ) = 0 This simple remark implies that every characteristic function can be treated as a simple fraction of the function h(ξ). In the paper, we consider a class C(φ) of all characteristic functions of the form φ a ( ξ ) = [ a / ( h ( ξ ) + a ) ] , where φ(ξ) is a fixed characteristic function. Using the well known theorem on simple fraction decomposition of rational functions we obtain that convolutions...

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