S. Fuchs

activity

20162023

most citedTotal positivity of copulas from a Markov kernel perspective

1 citations · 2 across the 10 of their papers we have counts for

collaborators

Showing 2018Show all

2 papers · 1 filter

math.ST2018

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 $d \geq$ 3, the set of a…

math.PR2018

On Kendall's Tau for Order Statistics

Sebastian Fuchs, Klaus D. Schmidt

Every copula $C$ for a random vector $X = (X_{1}, \dots, X_{d})$ with identically distributed coordinates determines a unique copula $C_{: d}$ for its order statistic $ {\bf X}_…