An overview of the goodness-of-fit test problem for copulas

We review the main "omnibus procedures" for goodness-of-fit testing for copulas: tests based on the empirical copula process, on probability integral transformations, on Kendall's dependence function, etc, and some corresponding reductions of dimension techniques. The problems of finding asymptotic distribution-free test statistics and the calculation of reliable p-values are discussed. Some particular cases, like convenient tests for time-dependent copulas, for Archimedean or extreme-value copulas, etc, are dealt with. Finally, the practical performances of the proposed approaches are briefly summarized

Wigner Measure Propagation and Conical Singularity for General Initial Data

We study the evolution of Wigner measures of a family of solutions of a Schr\"odinger equation with a scalar potential displaying a conical singularity. Under a genericity assumption, classical trajectories exist and are unique, thus the question of the propagation of Wigner measures along these trajectories becomes relevant. We prove the propagation for general initial data.Comment: 24 pages, 1 figur

Single-index copulae

We introduce so-called "single-index copulae". They are semi-parametric conditional copulae whose parameter is an unknown "link" function of a univariate index only. We provide estimates of this link function and of the finite dimensional unknown parameter. The asymptotic properties of the latter estimates are stated. Thanks to some properties of conditional Kendall's tau, we illustrate our technical conditions with several usual copula families.Comment: Revised version: correction of Assumption 3 and some minor induced modification

Defect measures on graded lie groups

In this article, we define a generalisation of microlocal defect measures (also known as H-measures) to the setting of graded nilpotent Lie groups. This requires to develop the notions of homogeneous symbols and classical pseudo-differential calculus adapted to this setting and defined via the representations of the groups. Our method relies on the study of the C *-algebra of 0-homogeneous symbols. Then, we compute microlocal defect measures for concentrating and oscillating sequences, which also requires to investigate the notion of oscillating sequences in graded Lie groups. Finally, we discuss compacity compactness approaches in the context of graded nilpotent Lie groups

On kernel-based estimation of conditional Kendall's tau: finite-distance bounds and asymptotic behavior

We study nonparametric estimators of conditional Kendall's tau, a measure of concordance between two random variables given some covariates. We prove non-asymptotic bounds with explicit constants, that hold with high probabilities. We provide "direct proofs" of the consistency and the asymptotic law of conditional Kendall's tau. A simulation study evaluates the numerical performance of such nonparametric estimators.Comment: 29 pages, 4 figures. arXiv admin note: text overlap with arXiv:1802.0761

Analysis of the Energy Decay of a Degenerated Thermoelasticity System

In this paper, we study a system of thermoelasticity with a degenerated second order operator in the Heat equation. We analyze the evolution of the energy density of a family of solutions. We consider two cases: when the set of points where the ellipticity of the Heat operator fails is included in a hypersurface and when it is an open set. In the first case and under special assumptions, we prove that the evolution of the energy density is the one of a damped wave equation: propagation along the rays of geometric optic and damping according to a microlocal process. In the second case, we show that the energy density propagates along rays which are distortions of the rays of geometric optic.Comment: 28 page