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stat.ME2026
Morillas-type transformations of copulas and stable tail dependence functions
Klaus Herrmann, Marius Hofert, Mélina Mailhot +1
A stochastic representation and sampling algorithm for Morillas-type copula-to-copula transformations and related distortions of multivariate distribution functions is derived, res…
stat.ME2025
W-transforms: Uniformity-preserving transformations and induced dependence structures
Marius Hofert, Zhiyuan Pang
W-transforms are introduced as uniformity-preserving univariate transformations on the unit interval induced by distribution functions and piecewise strictly monotone functions, an…