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20022025
most citedSpearman's footrule and Gini's gamma: Local bounds for bivariate copulas and the exact region with respect to Blomqvist's beta

15 citations · 58 across the 15 of their papers we have counts for

collaborators

16 papers

math.ST2025

Marshall-Olkin copulas revisited

Tomaž Košir, Petra Lazić, Matjaž Omladič

Almost seventy years old Marshall-Olkin copulas, then wider Marshall copulas, and finally even wider shock model (SM) copulas constitute a substantial part of nowadays copula theor…

math.ST2024

Discrete Imprecise Copulas

Tomaž Košir, Elisa Perrone

In this paper, we study discrete quasi-copulas associated with imprecise copulas. We focus on discrete imprecise copulas that are in correspondence with the Alternating Sign Matric…

math.ST2023★ 1 cited

Extending multivariate sub-quasi-copulas

Damjana Kokol Bukovšek, Tomaž Košir, Blaž Mojškerc +1

In this paper, we introduce patchwork constructions for multivariate quasi-copulas. These results appear to be new since the kind of approach has been limited to either copulas or…

math.NA2022★ 7 cited

Numerical methods for rectangular multiparameter eigenvalue problems, with applications to finding optimal ARMA and LTI models

Michiel E. Hochstenbach, Tomaž Košir, Bor Plestenjak

Standard multiparameter eigenvalue problems (MEPs) are systems of linear -parameter square matrix pencils. Recently, a new form of multiparameter eigenvalue problems ha…

math.NA2021★ 9 cited

On the singular two-parameter eigenvalue problem II

Tomaž Košir, Bor Plestenjak

In the 1960s, Atkinson introduced an abstract algebraic setting for multiparameter eigenvalue problems. He showed that a nonsingular multiparameter eigenvalue problem is equivalent…

math.ST2020★ 15 cited

Spearman's footrule and Gini's gamma: Local bounds for bivariate copulas and the exact region with respect to Blomqvist's beta

Damjana Kokol Bukovšek, Tomaž Košir, Blaž Mojškerc +1

Copulas are becoming an essential tool in analyzing data thus encouraging interest in related questions. In the early stage of exploratory data analysis, say, it is helpful to know…