scholarly journals On a construction of multivariate distributions given some multidimensional marginals

2019 ◽  
Vol 51 (2) ◽  
pp. 487-513
Author(s):  
Nabil Kazi-Tani ◽  
Didier Rullière
Keyword(s):  
Random Vector ◽  
Necessary Conditions ◽  
Elliptical Distributions ◽  
Multivariate Distributions ◽  
New Class ◽  
The Law

AbstractIn this paper we investigate the link between the joint law of a d-dimensional random vector and the law of some of its multivariate marginals. We introduce and focus on a class of distributions, that we call projective, for which we give detailed properties. This allows us to obtain necessary conditions for a given construction to be projective. We illustrate our results by proposing some theoretical projective distributions, as elliptical distributions or a new class of distribution having given bivariate margins. In the case where the data does not necessarily correspond to a projective distribution, we also explain how to build proper distributions while checking that the distance to the prescribed projections is small enough.

Multivariate extremes, aggregation and dependence in elliptical distributions

2002 ◽  
Vol 34 (03) ◽  
pp. 587-608 ◽  
Author(s):  
Henrik Hult ◽  
Filip Lindskog
Keyword(s):  
Random Vector ◽  
Positive Constant ◽  
Tail Dependence ◽  
Constant Factor ◽  
Dispersion Matrix ◽  
Elliptical Distributions ◽  
Spectral Measures ◽  
Lower Tail ◽  
Explicit Formulae ◽  
Dependence Properties

In this paper, we clarify dependence properties of elliptical distributions by deriving general but explicit formulae for the coefficients of upper and lower tail dependence and spectral measures with respect to different norms. We show that an elliptically distributed random vector is regularly varying if and only if the bivariate marginal distributions have tail dependence. Furthermore, the tail dependence coefficients are fully determined by the tail index of the random vector (or equivalently of its components) and the linear correlation coefficient. Whereas Kendall's tau is invariant in the class of elliptical distributions with continuous marginals and a fixed dispersion matrix, we show that this is not true for Spearman's rho. We also show that sums of elliptically distributed random vectors with the same dispersion matrix (up to a positive constant factor) remain elliptical if they are dependent only through their radial parts.

scholarly journals Multivariate fractional phase–type distributions

2020 ◽  
Vol 23 (5) ◽  
pp. 1431-1451 ◽  
Author(s):  
Hansjörg Albrecher ◽  
Martin Bladt ◽  
Mogens Bladt
Keyword(s):  
Tail Dependence ◽  
Jump Process ◽  
Multivariate Distributions ◽  
New Class ◽  
Natural Time ◽  
Special Cases ◽  
Phase Type ◽  
Phase Type Distributions ◽  
Markovian Jump Process ◽  
Heavy Tailed

Abstract We extend the Kulkarni class of multivariate phase–type distributions in a natural time–fractional way to construct a new class of multivariate distributions with heavy-tailed Mittag-Leffler(ML)-distributed marginals. The approach relies on assigning rewards to a non–Markovian jump process with ML sojourn times. This new class complements an earlier multivariate ML construction [2] and in contrast to the former also allows for tail dependence. We derive properties and characterizations of this class, and work out some special cases that lead to explicit density representations.

Tržište električne energije u Republici Srpskoj i Bosni i Hercegovini – pregled i analiza u 2020. godini

2021 ◽  
Vol XXIII (4) ◽  
pp. 70-77
Author(s):  
Dunja Mirjanić ◽  
Tihomir Dabović ◽  
Željko Marković
Keyword(s):  
Bosnia And Herzegovina ◽  
Electricity Markets ◽  
Electricity Market ◽  
Necessary Conditions ◽  
Actual Process ◽  
Western Balkans ◽  
Successful Completion ◽  
The Law ◽  
The Republic ◽  
Republika Srpska

- Electricity markets in the Western Balkans are still not fully liberalized, so different of degrees electricity market openness can be observed from country to country and even within the country - Bosnia and Herzegovina is an obvious example. In Republika Srpska, the formal legal conditions for starting the process of opening the electricity market were met with the entry into force of the Law on Electricity in late 2007 and the Rulebook on Supplying Qualified Customers and the Procedure for Changing Suppliers, which entered into force in late 2014. However, the actual process of opening the electricity market did not begin until the Ordinance on Amendments to the Ordinance on the Supply of Qualified Customers and the Procedure for Changing Suppliers entered into force, which entered into force in March 2019. The paper first examines and analyses the activities carried out so far on the liberalization of the electricity market, and provides an assessment of achieved results. The necessary conditions and issues that arise before the further opening of the electricity market in the Republic of Srpska are further analysed. Finally, the most important activities that await all relevant actors, first the RS Government, then the line ministry and RERS, suppliers and businesses that actively participate in shaping the electricity market in order to prepare the market for further opening and meeting conditions for its successful completion were analysed in the text.

scholarly journals Stochastic orderings of multivariate elliptical distributions

2021 ◽  
Vol 58 (2) ◽  
pp. 551-568
Author(s):  
Chuancun Yin
Keyword(s):  
Necessary Conditions ◽  
Stochastic Orders ◽  
Regularity Conditions ◽  
Elliptical Distributions ◽  
Multivariate Normal ◽  
Random Vectors ◽  
Stochastic Orderings ◽  
Sufficient And Necessary Conditions ◽  
New Inequalities ◽  
Unified Method

AbstractFor two n-dimensional elliptical random vectors X and Y, we establish an identity for $\mathbb{E}[f({\bf Y})]- \mathbb{E}[f({\bf X})]$, where $f\,{:}\, \mathbb{R}^n \rightarrow \mathbb{R}$ satisfies some regularity conditions. Using this identity we provide a unified method to derive sufficient and necessary conditions for classifying multivariate elliptical random vectors according to several main integral stochastic orders. As a consequence we obtain new inequalities by applying the method to multivariate elliptical distributions. The results generalize the corresponding ones for multivariate normal random vectors in the literature.

scholarly journals Analysis of Economic Sustainable Growth Based on Economic Ethics System Model

2018 ◽  
Vol 228 ◽  
pp. 05010
Author(s):  
Yiyan Chen ◽  
Ye Li
Keyword(s):  
Economic Growth ◽  
Economic System ◽  
Necessary Conditions ◽  
Sustainable Growth ◽  
Three Dimensions ◽  
System Model ◽  
Economic Ethics ◽  
The Law ◽  
The Government ◽  
Sustainable Economic Growth

The economic ethics is an abstract variable in economic system, and there is a correlation between the economic ethics and the sustainable economic growth. First of all, the existing researches are discussed from the macro perspective. On this basis, a set of economic ethics system is constructed. Afterwards, from the micro perspective, the necessary conditions for the growth of sustainable economics are obtained through the positive and negative benefit functions of the three dimensions of the government economic ethics, the enterprise economic ethics and the personal economic ethics under the condition of whether to abide by the law and whether to abide by ethics. Finally, the whole economic ethics system is analyzed and the conclusion is obtained that violating the economic ethics will hinder the sustainable growth of economy, while obeying the economic ethics will promote the sustainable growth of economy.

A new class of slash-elliptical distributions

2018 ◽  
Vol 48 (12) ◽  
pp. 3105-3121
Author(s):  
Jimmy Reyes ◽  
Diego I. Gallardo ◽  
Heleno Bolfarine ◽  
Héctor W. Gómez
Keyword(s):  
Elliptical Distributions ◽  
New Class

Methodological Analysis: Between Universal and Temporal and Spatial Limitation of the Validity of the Laws of Science

2018 ◽  
Vol 9 (10) ◽  
pp. 847-852
Author(s):  
Grażyna Musiał ◽  
Keyword(s):  
Twentieth Century ◽  
Necessary Conditions ◽  
Strict Sense ◽  
Scientific Theories ◽  
Temporal And Spatial ◽  
The Law ◽  
Spatial Limitation

According to modern methodology, one of the fundamental necessary conditions that must be met by the candidates who are candidates for the title of science laws, sentences law-like, and therefore a condition actually fulfilled by the laws of science, is a condition of strict generality. One of the great methodologists of the twentieth century, Karl Raimund Popper, states that scientific theories are universal sentences and he specifies that the issue of whether the law of science they are universal in the strict sense, or only numerically, we will not resolve in any case by argumentation. It belongs to the issues that can only be resolved by agreement or convention.

scholarly journals Determinantal Generalizations of Instrumental Variables

2018 ◽  
Vol 6 (1) ◽  
Author(s):  
Luca Weihs ◽  
Bill Robinson ◽  
Emilie Dufresne ◽  
Jennifer Kenkel ◽  
Kaie Kubjas Reginald McGee II ◽  
...  
Keyword(s):  
Covariance Matrix ◽  
Random Vector ◽  
Instrumental Variables ◽  
Structural Equation ◽  
Structural Equation Models ◽  
Necessary Conditions ◽  
Mixed Graph ◽  
Linear Relationships ◽  
Sufficient And Necessary Conditions ◽  
Mixed Graphs

AbstractLinear structural equation models relate the components of a random vector using linear interdependencies and Gaussian noise. Each such model can be naturally associated with a mixed graph whose vertices correspond to the components of the random vector. The graph contains directed edges that represent the linear relationships between components, and bidirected edges that encode unobserved confounding. We study the problem of generic identifiability, that is, whether a generic choice of linear and confounding effects can be uniquely recovered from the joint covariance matrix of the observed random vector. An existing combinatorial criterion for establishing generic identifiability is the half-trek criterion (HTC), which uses the existence of trek systems in the mixed graph to iteratively discover generically invertible linear equation systems in polynomial time. By focusing on edges one at a time, we establish new sufficient and new necessary conditions for generic identifiability of edge effects extending those of the HTC. In particular, we show how edge coefficients can be recovered as quotients of subdeterminants of the covariance matrix, which constitutes a determinantal generalization of formulas obtained when using instrumental variables for identification. While our results do not completely close the gap between existing sufficient and necessary conditions we find, empirically, that our results allow us to prove the generic identifiability of many more mixed graphs than the prior state-of-the-art.

Comments on the Law of Servitudes in Israel

1972 ◽  
Vol 7 (4) ◽  
pp. 528-556 ◽  
Author(s):  
Michael Ophir
Keyword(s):  
Land Law ◽  
New Class ◽  
Legal Sanction ◽  
Legal Thinking ◽  
The Subject ◽  
The Law

The Land Law, 1969, brought into statutory effect a class of servitudes under the heading of “Easements”. On a first reading of the relevant provisions (sec. 5 and secs. 92–98) it might appear that their import is reasonably clear. Various questions, however, arise as to the meaning and scope of these enactments.Are the new provisions founded, to a greater or lesser degree, on either the English or American concepts, or has the legislature in Israel endeavoured not only to broaden the scope of servitudes as such, but also to give legal sanction to a new class of servitudes which would not receive recognition either in England or in America? These questions will be considered in the light of the new Law and its relationship to the general approach and legal thinking on the subject in England and the U.S.A.

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