In this paper, we propose two tests for parametric models belonging to the Archimedean copula family, one for uncensored bivariate data and the other one for right-censored bivariate data. Our test procedures are based on the Fisher transform of the correlation coefficient of a bivariate (U, V ), which is a one-toone transform of the original random pair (T1, T2) that can be modeled by an Archi...

AMS 2000 subject classifications: 62H20 62P05 Keywords: Tail dependence Heavy tails Copula Multivariate extreme value distribution Marshall–Olkin distribution Archimedean copula Contagion risk a b s t r a c t The orthant tail dependence describes the relative deviation of upper-(or lower-) orthant tail probabilities of a random vector from similar orthant tail probabilities of a subset of its c...

In the paper [7] C. Huang and C. Moraga suggested a new method to extract fuzzy if-then rules from training data based on information matrix technique with Gaussian membership function. In this paper, we extend this method to the Archimedean t-normed space of quasitriangular fuzzy numbers.

Let L be an Archimedean Riesz space with a weak order unit u. A sufficient condition under which Dedekind [σ-]completeness of the principal ideal Au can be lifted to L is given (Lemma). This yields a concise proof of two theorems of Luxemburg and Zaanen concerning projection properties of C(X)-spaces. Similar results are obtained for the Riesz spaces Bn(T ), n = 1, 2, . . . , of all functions o...

Given a functional defined on a nonempty subset of an Archimedean Riesz space with unit, necessary and sufficient conditions are obtained for the existence of a (convex or concave) niveloid that extends the functional to the entire space. In the language of mathematical finance, this problem is equivalent to the one of verifying if the policy adopted by a regulator is consistent with monetary r...

New approach to p-adic and adelic strings, which takes into account that not only world sheet but also Minkowski space-time and string momenta can be p-adic and adelic, is formulated. p-Adic and adelic string amplitudes are considered within Feynman’s path integral formalism. The adelic Veneziano amplitude is calculated. Some discreteness of string momenta is obtained. Also, adelic coupling con...

The aim of this paper is to generalize the results of Ahmad, Ashraf and Rhoades [1] in the setting of 2 Non Archimedean Menger PM-space introduced by Renu Chugh and Sumitra [2]. In fact, 2 nonArchimedean Menger PM-space (briefly 2 N. A. Menger PM-space ) is the generalization of 2-metric space in probabilistic setting, i.e., the case where instead of the distances between two or more points one...

in an earlier work we showed that for ordered fields f not isomorphic to the reals r, there are continuous 1-1 unctions on [0, 1]f which map some interior point to a boundary point of the image (and so are not open). here we show that over closed bounded intervals in the rationals q as well as in all non-archimedean ordered fields of countable cofinality, there are uniformly continuous 1-1 func...

C. Deninger produced a unified description of the local factors at arithmetic infinity and at the finite places where the local Frobenius acts semi-simply, in the form of a Ray–Singer determinant of a “logarithm of Frobenius” Φ on an infinite dimensional vector space (the archimedean cohomology H · ar(X) at the archimedean places, cf. [11]). The first author gave a cohomological interpretation ...