4 problems

Empirical-process convergence conjecture for pseudo-observations
Let $F$ be the distribution function of the transformed observations, let $\hat F_n$ be the empirical distribution function based on the rank-based pseudo-observations, and define…
openFrom paperscopulas empirical-processes kernel-density-estimation
0 responses
5
The conjectured max-domain-of-attraction limit for clustered Archimax copulas
Let $C_{\mathcal{G},\bm{\psi},\bm{\ell},Q}$ be a clustered Archimax copula satisfying the extended max-domain-of-attraction assumption and the standard stable tail dependence funct…
openFrom paperscopulas extreme-value-theory stable-tail-dependence
0 responses
3
Conjecture on generalized energy-distance bounds for bivariate spherical copulas
Generalized energy-distance copula conjecture. The solution is attained by the circular bivariate $L_p$ -norm spherical copula with $p=3-\beta$ for arbitrary $\beta\in(0,2)$ . For…
openFrom paperscopulas dependence-uncertainty energy-distance
0 responses
16
The Birkhoff copula scaling-limit conjecture
A Birkhoff copula is a matrix with real entries satisfying the defining conditions of a discrete copula; equivalently, it corresponds to a doubly stochastic matrix. Let…
openFrom paperscopulas probability random-matrices
0 responses
4

Empirical-process convergence conjecture for pseudo-observations