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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…
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…