18 citations · 19 across the 3 of their papers we have counts for
3 papers
math.ST2019
Dependence properties and Bayesian inference for asymmetric multivariate copulas
Julyan Arbel, Marta Crispino, Stéphane Girard
We study a broad class of asymmetric copulas introduced by Liebscher (2008) as a combination of multiple - usually symmetric - copulas. The main thrust of the paper is to provide n…
math.PR2019★ 18 cited
On strict sub-Gaussianity, optimal proxy variance and symmetry for bounded random variables
Julyan Arbel, Olivier Marchal, Hien D. Nguyen
We investigate the sub-Gaussian property for almost surely bounded random variables. If sub-Gaussianity per se is de facto ensured by the bounded support of said random variables,…
math.HO2016★ 1 cited
Faà di Bruno's note on eponymous formula, trilingual version
Julyan Arbel
About 160 years ago, the Italian mathematician Faà di Bruno published two notes dealing about the now eponymous formula giving the derivative of any order of a composition of two f…