We use a recently proposed fast test of copula radial symmetry based on multiplier bootstrap and obtain an equivalent randomization test. The literature shows the statistical superiority approach in bivariate case. extend comparison performance focusing high-dimensional regime simulation study. document asymmetry joint distribution percentage changes sectorial industrial production indices Euro...

One main complexity of the copula constructions concerns a mismatch between morphology and syntactic constituency: the copula seems to form a morphological unit with the immediately preceding element, whereas in terms of syntax the copula appears to take this as its syntactic complement. In capturing such mismatches, we show that the copula is treated as an independent verb at the level of tect...

Probabilistic submeasures generalizing the classical (numerical) submeasures are introduced and discussed in connection with 13 some classes of aggregation functions. A special attention is paid to triangular norm-based probabilistic submeasures and more general semi-copula-based probabilistic submeasures. Some algebraic properties of classes of such submeasures are also studied. 15 © 2012 Else...

In this review paper we outline some recent contributions to copula theory. Several new author's investigations are presented brie°y, namely: order statistics copula, copulas with given multivariate marginals, copula representation via a local dependence measure and applications of extreme value copulas. Key-words: Copula; Dependence measures; Extremes; Kendall distribution; Local dependence; M...

A copula is a function which joins or “couples” a multivariate distribution function to its one-dimensional marginal distribution functions. The word “copula” was first used in a mathematical or statistical sense by Sklar (1959) in the theorem which bears his name (see the next section). But the functions themselves predate the use of the term, appearing in the work of Hoeffding, Fréchet, Dall’...

Reliability assessment in presence of epistemic uncertainty leads to consider the failure probability as a quantity depending on state knowledge about uncertain input parameters. The joint distribution is often learnt from small-sized dataset provided by operating experience. computed depends estimated marginal distributions and copula distribution. This paper develops reliability-oriented sens...