Conditional expectation formulae for copulas

© 2008 Australian Statistical Publishing Association Inc.Not only are copula functions joint distribution functions in their own right, they also provide a link between multivariate distributions and their lower-dimensional marginal distributions. Copulas have a structure that allows us to characterize all possible multivariate distributions, and therefore they have the potential to be a very useful statistical tool. Although copulas can be traced back to 1959, there is still much scope for new results, as most of the early work was theoretical rather than practical. We focus on simple practical tools based on conditional expectation, because such tools are not widely available. When dealing with data sets in which the dependence throughout the sample is variable, we suggest that copula-based regression curves may be more accurate predictors of specific outcomes than linear models. We derive simple conditional expectation formulae in terms of copulas and apply them to a combination of simulated and real data.Glenis J. Crane and John van der Hoe

Copula Theory: An Introduction

Abstract In this survey we review the most important properties of copulas, several families of copulas that have appeared in the literature, and which have been applie

Copula theory: an introduction

In this survey we review the most important properties of copulas, several families of copulas that have appeared in the literature, and which have been applied in various fields, and several methods of constructing multivariate copulas

Search for intermediate-mass black hole binaries in the third observing run of Advanced LIGO and Advanced Virgo

International audienceIntermediate-mass black holes (IMBHs) span the approximate mass range 100−105 M⊙, between black holes (BHs) that formed by stellar collapse and the supermassive BHs at the centers of galaxies. Mergers of IMBH binaries are the most energetic gravitational-wave sources accessible by the terrestrial detector network. Searches of the first two observing runs of Advanced LIGO and Advanced Virgo did not yield any significant IMBH binary signals. In the third observing run (O3), the increased network sensitivity enabled the detection of GW190521, a signal consistent with a binary merger of mass ∼150 M⊙ providing direct evidence of IMBH formation. Here, we report on a dedicated search of O3 data for further IMBH binary mergers, combining both modeled (matched filter) and model-independent search methods. We find some marginal candidates, but none are sufficiently significant to indicate detection of further IMBH mergers. We quantify the sensitivity of the individual search methods and of the combined search using a suite of IMBH binary signals obtained via numerical relativity, including the effects of spins misaligned with the binary orbital axis, and present the resulting upper limits on astrophysical merger rates. Our most stringent limit is for equal mass and aligned spin BH binary of total mass 200 M⊙ and effective aligned spin 0.8 at 0.056 Gpc−3 yr−1 (90% confidence), a factor of 3.5 more constraining than previous LIGO-Virgo limits. We also update the estimated rate of mergers similar to GW190521 to 0.08 Gpc−3 yr−1.Key words: gravitational waves / stars: black holes / black hole physicsCorresponding author: W. Del Pozzo, e-mail: [email protected]† Deceased, August 2020