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Construction methods for gaussoids

Tobias Boege, Thomas Kahle (2020)

Kybernetika

The number of n -gaussoids is shown to be a double exponential function in n . The necessary bounds are achieved by studying construction methods for gaussoids that rely on prescribing 3 -minors and encoding the resulting combinatorial constraints in a suitable transitive graph. Various special classes of gaussoids arise from restricting the allowed 3 -minors.

Construction of multivariate copulas in n -boxes

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

Kybernetika

In this paper we give an alternative proof of the construction of n -dimensional ordinal sums given in Mesiar and Sempi [17], we also provide a new methodology to construct n -copulas extending the patchwork methodology of Durante, Saminger-Platz and Sarkoci in [6] and [7]. Finally, we use the gluing method of Siburg and Stoimenov [20] and its generalization in Mesiar et al. [15] to give an alternative method of patchwork construction of n -copulas, which can be also used in composition with our patchwork...

Construction of multivariate distributions: a review of some recent results.

José María Sarabia, Emilio Gómez-Déniz (2008)

SORT

The construction of multivariate distributions is an active field of research in theoretical and applied statistics. In this paper some recent developments in this field are reviewed. Specifically, we study and review the following set of methods: (a) Construction of multivariate distributions based on order statistics, (b) Methods based on mixtures, (c) Conditionally specified distributions, (d) Multivariate skew distributions, (e) Distributions based on the method of the variables in common and...

Convolution property and exponential bounds for symmetric monotone densities

Claude Lefèvre, Sergey Utev (2013)

ESAIM: Probability and Statistics

Our first theorem states that the convolution of two symmetric densities which are k-monotone on (0,∞) is again (symmetric) k-monotone provided 0 < k ≤ 1. We then apply this result, together with an extremality approach, to derive sharp moment and exponential bounds for distributions having such shape constrained densities.

Copulas with given values on a horizontal and a vertical section

Fabrizio Durante, Anna Kolesárová, Radko Mesiar, Carlo Sempi (2007)

Kybernetika

In this paper we study the set of copulas for which both a horizontal section and a vertical section have been given. We give a general construction for copulas of this type and we provide the lower and upper copulas with these sections. Symmetric copulas with given horizontal section are also discussed, as well as copulas defined on a grid of the unit square. Several examples are presented.

Couples de Wald indéfiniment divisibles. Exemples liés à la fonction gamma d'Euler et à la fonction zeta de Riemann

Bernard Roynette, Marc Yor (2005)

Annales de l’institut Fourier

A toute mesure c positive sur + telle que 0 ( x x 2 ) c ( d x ) < , nous associons un couple de Wald indéfiniment divisible, i.e. un couple de variables aléatoires ( X , H ) tel que X et H sont indéfiniment divisibles, H 0 , et pour tout λ 0 , E ( e λ X ) · E ( e - λ 2 2 H ) = 1 . Plus généralement, à une mesure c positive sur + telle que 0 e - α x x 2 c ( d x ) < pour tout α > α 0 , nous associons une “famille d’Esscher” de couples de Wald indéfiniment divisibles. Nous donnons de nombreux exemples de telles familles d’Esscher. Celles liées à la fonction gamma et à la fonction zeta de Riemann possèdent...

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