1 citations · 1 across the 2 of their papers we have counts for
8 papers
Total positivity of copulas from a Markov kernel perspective
Sebastian Fuchs, Marco Tschimpke
The underlying dependence structure between two random variables can be described in manifold ways. This includes the examination of certain dependence properties such as lower tai…
A copula transformation in multivariate mixed discrete-continuous models
Jae Youn Ahn, Sebastian Fuchs, Rosy Oh
Copulas allow a flexible and simultaneous modeling of complicated dependence structures together with various marginal distributions. Especially if the density function can be repr…
Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables
Sebastian Fuchs, F. Marta L. Di Lascio, Fabrizio Durante
A theoretical framework is presented for a (copula-based) notion of dissimilarity between continuous random vectors and its main properties are studied. The proposed dissimilarity…
On weak conditional convergence of bivariate Archimedean and Extreme Value copulas, and consequences to nonparametric estimation
Thimo M. Kasper, Sebastian Fuchs, Wolfgang Trutschnig
Looking at bivariate copulas from the perspective of conditional distributions and considering weak convergence of almost all conditional distributions yields the notion of weak co…
How simplifying and flexible is the simplifying assumption in pair-copula constructions -- analytic answers in dimension three and a glimpse beyond
Thomas Mroz, Sebastian Fuchs, Wolfgang Trutschnig
Motivated by the increasing popularity and the seemingly broad applicability of pair-copula constructions underlined by numerous publications in the last decade, in this contributi…
On Minimal Copulas under the Concordance Order
Jae Youn Ahn, Sebastian Fuchs
In the present paper, we study extreme negative dependence focussing on the concordance order for copulas. With the absence of a least element for dimensions 3, the set of a…