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Multivariate design via copulas
(European Geosciences Union (EGU) / Copernicus Publications, 2011)Calculating return periods and design quantiles in a multivariate framework is a difficult problem: essentially, this is due to the lack of a natural total order in multidimensional Euclidean spaces. This paper tries to ... 
On a problem by Schweizer and Sklar
(Institute of Information Theory and Automation of the ASCR, 2012)We give a representation of the class of all ndimensional copulas such that, for a fixed m ε N, 2 ≤ m < n, all their mdimensional margins are equal to the independence copula. Such an investigation originated from an ... 
Semi–parametric approximation of the Kendall's distribution and multivariate Return Periods
(Société Francaise de Statistique, 2013)In this work we outline a constructive approach for the approximation of Kendall’s distribution function and Kendall’s Return Period in the bivariate case. First, we introduce a suitable theoretical framework, based on the ... 
On the interrelation between DempsterShafer belief structures and their belief cumulative distribution functions
(2013)We consider Dempster–Shafer belief structures (DSBSs) mm having finitely many nonempty compact intervals as focal elements and prove several results describing the interrelation between DSBSs and their socalled Belief ... 
MarshallOlkin type copulas generated by a global shock
(2016)A way to transform a given copula by means of a univariate function is presented. The resulting copula can be interpreted as the result of a global shock affecting all the components of a system modeled by the original ... 
Baire category results for exchangeable copulas
(Elsevier, 2016)Considering two different metrics on the space of twodimensional copulas CC we prove some Baire category results for important subclasses of copulas, including the families of exchangeable, associative, and Archimedean ... 
On the return period and design in a multivariate framework
(European Geosciences Union (EGU) / Copernicus Publications, 2011)Calculating return periods and design quantiles in a multivariate environment is a difficult problem: this paper tries to make the issue clear. First, we outline a possible way to introduce a consistent theoretical framework ... 
Solution to an open problem about a transformation on the space of copulas
(De Gruyter Open, 2014)We solve a recent open problem about a new transformation mapping the set of copulas into itself. The obtained mapping is characterized in algebraic terms and some limit results are proved. 
Multivariate return period calculation via survival functions
(American Geophysical Union (AGU), 2013)The concept of return period is fundamental for the design and the assessment of many engineering works. In a multivariate framework, several approaches are available to its definition, each one yielding different solutions. ... 
Diagonal plane sections of trivariate copulas
(Elsevier, 2016)We introduce the notion of diagonal plane section of a trivariate copula as an additional tool to describe its tail dependence behavior. This notion extends the concept of diagonal section of a bivariate copula. We provide ...