A new multivariate Archimedean copula estimation method is proposed in a non-parametric setting. The method uses the so called Geometrically Designed splines (GeD splines), recently introduced by Kaishev et al. (2006 a,b) [10] and [11], to represent the cdf of a random variable Wθ, obtained through the probability integral transform of an Archimedean copula with parameter θ. Sufficient conditio...

Measures with values in non-Archimedean fields, which are quasi-invariant and descending at infinity on topological vector spaces over non-Archimedean fields, are studied in this paper. Moreover, their characteristic functionals are considered. In particular, measures having convolution properties like classical Gaussian measures are investigated in the paper. Applications of such measures to p...

In this paper we introduce a notion of a non-Archimedean fuzzy norm and study the stability of the Cauchy equation in the context of non-Archimedean fuzzy spaces in the spirit of Hyers–Ulam–Rassias–Găvruţa. As a corollary, the stability of the Jensen equation is established. We indeed present an interdisciplinary relation between the theory of fuzzy spaces, the theory of non-Archimedean spaces ...

Abstract. We investigate properties of a version of tail comonotonicity that can be applied to absolutely continuous distributions, and give several methods for constructions of multivariate distributions with tail comonotonicity or strongest tail dependence. Archimedean copulas as mixtures of powers, and scale mixtures of a non-negative random vector with the mixing distribution having slowly ...

The Archimedean property is one of the most beautiful axioms of the classical arithmetic and some of the methods of constructing the field of real numbers are based on this property. It is well-known that every Archimedean `-group is abelian and every pseudo-MV algebra is commutative. The aim of this paper is to introduce the Archimedean property for pseudo-MTL algebras and FLw-algebras. The ma...

In an extensive form game, whether a player has a better strategy than in a presumed equilibrium depends on the other players’ equilibrium reactions to a counterfactual deviation. To allow conditioning on counterfactual events with prior probability zero, extended probabilities are proposed and given the four equivalent characterizations: (i) complete conditional probability systems; (ii) lexic...

in recent years, some statisticians have studied the signal detection problem by using the random field theory. in this paper we have considered point estimation of the gaussian scale space random field parameters in the bayesian approach. since the posterior distribution for the parameters of interest dose not have a closed form, we introduce the markov chain monte carlo (mcmc) algorithm to ap...

Abstract We prove the Casselman–Shalika formula for unramified groups over a non-archimedean local field by studying action of spherical Hecke algebra on space compact Whittaker functions via twisted Satake transform. This method provides conceptual explanation appearance characters dual group in formula.