Št. zadetkov: 8
Diplomsko delo
Oznake:
copulas;quasi-copulas;bistochastic measure;bistochastic matrix;
The thesis gives a brief introduction to two dimensional copulas and related functions. Firstly, we present copulas, their usage and according history. Furthermore, in the text we include some examples and visual representations for this purpose.
Copulas are cumulative distribution functions defi ...
Leto:
2022
Vir:
Fakulteta za elektrotehniko (UL FE)
Diplomsko delo
Oznake:
finančna matematika;kopule;mere skladnosti;Kendallov tau;Spearmanov rho;Ginijev gama;Blomqvistov beta;Spearmanov fi;
Diplomsko delo se osredotoča na analizo mer skladnosti kot pomembnega orodja za merjenje in razumevanje odvisnosti med slučajnimi spremenljivkami. V delu najprej definiramo kopule, matematične strukture, ki omogočajo opis povezave med slučajnimi spremenljivkami neodvisno od njihovih robnih porazdeli ...
Leto:
2023
Vir:
Fakulteta za gradbeništvo in geodezijo (UL FGG)
Doktorska disertacija
Oznake:
prime rings;zero product preservers;rings of quotients;extended centroid;involution;nil ring;upper nilradical;Jacobson radical;integral ring;▫$\pi$▫-algebraic element;quasi-regular element;Köthe conjecture;
Problem karakterizacije preslikav, ki ohranjajo ničelni produkt, so študirali številni avtorji v mnogih različnih kontekstih. Nedavno so bile take preslikave obravnavane na prakolobarjih z netrivialnimi idenpotenti. Večina znanih rezultatov predpostavlja, da so omenjene preslikave bijektivne. V dise ...
Leto:
2013
Vir:
Fakulteta za matematiko in fiziko (UL FMF)
Izvirni znanstveni članek
Oznake:
quasi-copulas;copulas;linear combination;affine combination;Minkowski norm;
We prove that every quasi-copula can be written as a uniformly converging infinite sum of multiples of copulas. Furthermore, we characterize those quasi-copulas which can be written as a finite sum of multiples of copulas, i.e., that are a linear combination of two copulas. This generalizes a recent ...
Leto:
2024
Vir:
Digitalni repozitorij raziskovalnih organizacij Slovenije
Izvirni znanstveni članek
Oznake:
kopula;koncepti odvisnosti;supremum in infimum množice kopul;mere skladnosti;kvazikopula;lokalne meje;copula;dependence concepts;supremum and infimum of a set of copulas;measures of concordance;quasi-copula;local bounds;
We determine the lower bound for possible values of Spearman’s rho of a bivariate copula given that the value of its Spearman's footrule is known and show that this bound is always attained. We also give an estimate for the exact upper bound and prove that the estimate is exact for some but not all ...
Leto:
2024
Vir:
Digitalni repozitorij raziskovalnih organizacij Slovenije
Izvirni znanstveni članek
Oznake:
matematika;matematična statistika;linearna algebra;matematics;mathematical statistics;linear algebra;
We determine the upper and lower bounds for possible values of Kendall's tau of a bivariate copula given that the value of its Spearman's footrule or Gini's gamma is known, and show that these bounds are always attained.
Leto:
2023
Vir:
Digitalni repozitorij raziskovalnih organizacij Slovenije
Izvirni znanstveni članek
Oznake:
matematika;matematična analiza;matematične metode;mathematics;mathematical analysis;mathematical methods;
Copulas are functions that link an n-dimensional distribution function with its one-dimensional margins. In this contribution we show how n-variate copulas with given values at two arbitrary points can be constructed. Thereby, we also answer a so far open question whether lower and upper bounds for ...
Leto:
2022
Vir:
Ekonomska fakulteta (UL EF)
Izvirni znanstveni članek
Oznake:
copulas;quasi-copulas;semicopulas;standardized function;coherence;avoidance of sure loss;k-increasing function;
We discuss avoidance of sure loss and coherence results for semicopulas and standardized functions, i.e., for grounded, ▫$1$▫-increasing functions with value ▫$1$▫ at ▫$(1, 1, \ldots , 1)$▫. We characterize the existence of a ▫$k$▫-increasing ▫$n$▫-variate function ▫$C$▫ fulfilling ▫$A \le C \le B$▫ ...
Leto:
2024
Vir:
Digitalni repozitorij raziskovalnih organizacij Slovenije