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224 633 (0,231s)

Result

Some remarks on Pí (Part I).

Basic themes in document: number Pí; Archimedean method; Taylor's expansion. ? Ž   Ł Ą § ­ Ż ü...

BA - Obecná matematika

  • 2001
  • Jx
Result

Two methods of reconstruction of generators of continuous t-norms

We present two methods which allow to reconstruct the multiplicative and the additive generator of a continuous Archimedean triangular norm from its partial derivatives. The methods can be used for a strict triangular norm ...

BA - Obecná matematika

  • 2008
  • D
Result

On non-archimedean Gurarii spaces

Let UFNA be the class of all non-archimedean finite-dimensional Banach spaces. A non-archimedean Gurarii Banach space G over a non-archimedean valued field K is constructed, i.e. a non-archimedean Banach space G of...

Pure mathematics

  • 2017
  • Jimp
  • Link
Result

Structure Determination and Estimation of Hierarchical Archimedean Copulas Based on Kendall Correlation Matrix

An estimation method for the copula of a continuous multivariate distribution is proposed. A popular class of copulas, namely the class of hierarchical Archimedean copulas, is considered. The proposed method is based on the...

IN - Informatika

  • 2013
  • D
Result

Structure Determination and Estimation of Hierarchical Archimedean Copulas Based on Kendall Correlation Matrix

An estimation method for the copula of a continuous multivariate distribution is proposed. A popular class of copulas, namely the class of hierarchical Archimedean copulas, is considered. The proposed method is based on the...

IN - Informatika

  • 2014
  • D
  • Link
Result

Structure Determination and Estimation of Hierarchical Archimedean Copulas Based on Kendall Correlation Matrix

An estimation method for the copula of a continuous multivariate distribution is proposed. A popular class of copulas, namely the class of hierarchical Archimedean copulas, is considered. The proposed method is based on the...

IN - Informatika

  • 2014
  • D
  • Link
Result

Lipschitz continuity of copulas wrt Lp-norms

The Lipschitz continuity of copulas w.r.t. Lp-norms is investigated. Preservation of 1-Lipschitz continuity by several construction methods is studied. A special attention is paid to Archimedean, extreme value, and Archimax copulas....

BA - Obecná matematika

  • 2010
  • Jx
Result

On Structure, Family and Parameter Estimation of Hierarchical Archimedean Copulas

Archimedean copulas (HACs) has so far mostly focused on the case in which all appearing Archimedean copulas belong to the same Archimedean family. The present work addresses Archimedean families. It is based on em...

Statistics and probability

  • 2017
  • Jimp
  • Link
Result

Outer power transformations of hierarchical Archimedean copulas: Construction, sampling and estimation

Outer power (OP) transformations of Archimedean generators are suggested Archimedean copulas restricted to a single parameter. For OP-transformed Archimedean as two feasible OP Archimedean copula estimators are pro...

Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)

  • 2021
  • Jimp
  • Link
Result

Generators of copulas and aggregation

The most applied class of copulas for fitting purposes is undoubtedly the class of Archimedean copulas due to their representation by means of single functions of one-inverses of additive generators) of Archimedean copulas. As a by-...

BA - Obecná matematika

  • 2015
  • Jx
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