منابع مشابه
Copula and semicopula transforms
The notion of copula was introduced by Sklar [24] who proved the theorem that now bears his name; it is commonly used in probability and statistics (see, for instance, [19, 22, 23]). Later, in order to characterize a class of operations on distribution functions that derive from operations on random variables defined on the same probability space, Alsina et al. [1] introduced the notion of quas...
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In the framework of texture image retrieval, a new family of stochastic multivariate modeling is proposed based on Gaussian Copula and wavelet decompositions. We take advantage of the copula paradigm which makes it possible to separate dependency structure from marginal behavior. We introduce two new multivariate models using respectively generalized Gaussian and Weibull densities. These models...
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In this article we provide a detailed study of basic properties of the smallest universal integral IS with S being the underlying semicopula and review some of the recent developments in this direction. The class of integrals under study is also known under the name seminormed integrals and includes the well-known Sugeno as well as Shilkret integral as special cases. We present some representat...
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In this paper we provide three nonparametric tests of independence between continuous random variables based on Bernstein copula and copula density. The first test is constructed based on functional of Cramér-von Mises of the Bernstein empirical copula. The two other tests are based on Bernstein density copula and use Cramér-von Mises and Kullback-Leiber divergencetype respectively. Furthermore...
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Abstract: An important problem in statistics is determining a joint probability distribution from its marginals. In 2D case, the marginal probability density functions f1(x) and f2(y) are related to their joint distribution f (x,y) via the horizontal and vertical line integrals. So, the problem of determining f (x,y) from f1(x) and f2(y) is an ill-posed inverse problem. In statistics the notion...
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ژورنال
عنوان ژورنال: International Journal of Mathematics and Mathematical Sciences
سال: 2005
ISSN: 0161-1712,1687-0425
DOI: 10.1155/ijmms.2005.645