Search

Start Over Subject ordering

1. Dynamic dependence ordering for Archimedean copulas and distorted copulas

Creator:
Charpentier, Arthur
Format:
bez média and svazek
Type:
model:article and TEXT
Subject:
Archimedean copulas, Cox model, dependence, distorted copulas, and ordering
Language:
English
Description:
This paper proposes a general framework to compare the strength of the dependence in survival models, as time changes, i.e. given remaining lifetimes X, to compare the dependence of X given X>t, and X given X>s, where s>t. More precisely, analytical results will be obtained in the case the survival copula of X is either Archimedean or a distorted copula. The case of a frailty based model will also be discussed in details.
Rights:
http://creativecommons.org/publicdomain/mark/1.0/ and policy:public

2. Extreme distribution functions of copulas

Creator:
Úbeda-Flores, Manuel
Format:
bez média and svazek
Type:
model:article and TEXT
Subject:
copula, diagonal section, distribution function, Lipschitz condition, opposite diagonal section, ordering, and Spearman´s footrule
Language:
English
Description:
In this paper we study some properties of the distribution function of the random variable C(X,Y) when the copula of the random pair (X,Y) is M (respectively, W) - the copula for which each of X and Y is almost surely an increasing (respectively, decreasing) function of the other -, and C is any copula. We also study the distribution functions of M(X,Y) and W(X,Y) given that the joint distribution function of the random variables X and Y is any copula.
Rights:
http://creativecommons.org/publicdomain/mark/1.0/ and policy:public

3. On ordered division rings

Creator:
Idris, Ismail M.
Format:
bez média and svazek
Type:
model:article and TEXT
Subject:
ordering and division ring
Language:
English
Description:
Prestel introduced a generalization of the notion of an ordering of a field, which is called a semiordering. Prestel’s axioms for a semiordered field differ from the usual (Artin-Schreier) postulates in requiring only the closedness of the domain of positivity under $x \rightarrow x a^2$ for nonzero $a$, instead of requiring that positive elements have a positive product. In this work, this type of ordering is studied in the case of a division ring. It is shown that it actually behaves the same as in the commutative case. Further, it is shown that the bounded subring associated with that ordering is a valuation ring which is preserved under conjugation, so one can associate a natural valuation to a semiordering.
Rights:
http://creativecommons.org/publicdomain/mark/1.0/ and policy:public