7 papers
Identifiability, Convergence and Nonparametric Estimation of Bivariate Archimax Copulas
Nicolas Dietrich, Wolfgang Trutschnig
Considering that the family of bivariate Archimax copulas contains both the Archimedean and the extreme-value class, Archimax copulas constitute a flexible family allowing to model…
On d-stochastic measures with fractal support and uniform (d-1)-marginals, and related results
Nicolas Pascal Dietrich, Juan Fernández Sánchez, Wolfgang Trutschnig
The family of all probability measures on whose -dimensional marginals are all equal to the Lebesgue measure on …
On bivariate Archimax copulas: Level sets, mass distributions and related results
Nicolas Dietrich
Motivated by the results in n [Mai and Scherer, 2011; Trutschnig et al., 2016], which examine the way bivariate Extreme Value copulas distribute their mass, we extend these finding…
On differentiability and mass distributions of topologically typical multivariate Archimedean copulas
Nicolas Dietrich, Wolfgang Trutschnig
Copulas, in particular Archimedean copulas are commonly viewed as analytically nice and regular objects. Motivated by a recently established result sta\-ting that the first partial…
On differentiability and mass distributions of typical bivariate copulas
Nicolas Dietrich, Wolfgang Trutschnig
Despite the fact that copulas are commonly considered as analytically smooth/regular objects, derivatives of copulas have to be handled with care. Triggered by a recently published…
On convergence and mass distributions of multivariate Archimedean copulas and their interplay with the Williamson transform
Thimo M. Kasper, Nicolas Dietrich, Wolfgang Trutschnig
Motivated by a recently established result saying that within the class of bivariate Archimedean copulas standard pointwise convergence implies weak convergence of almost all condi…
Hadamard Powers and Kernel Perceptrons
Tobias Damm, Nicolas Dietrich
We study a relation between Hadamard powers and polynomial kernel perceptrons. The rank of Hadamard powers for the special case of a Boolean matrix and for the generic case of a re…