15 citations · 62 across the 12 of their papers we have counts for
13 papers
The relation between non-exchangeability and radial asymmetry of copulas
Damjana Kokol Bukovšek, Tomaž Košir, Blaž Mojškerc +1
Non-exchangeability and radial asymmetry have got substantial attention in the literature, but relation between the two has not been studied yet. We propose the question: if a copu…
How far are -dimensional copulas with uniform -marginals from (total) independence?
Damjana Kokol Bukovšek, Nik Stopar, Wolfgang Trutschnig
We consider the family of all -dimensional copulas whose -dimensional marginals are all equal to the -dimensional product copula $Π_{d-…
The exact region determined by Spearman's footrule, Gini's gamma and Kendall's tau
Damjana Kokol Bukovšek, Petra Lazić, Blaž Mojškerc +1
Concordance measures are used to express the degree of association between random variables. Practitioners may use several distinct concordance measures to narrow the space of poss…
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…
Symmetric Nonnegative Trifactorization of Pattern Matrices
Damjana Kokol Bukovšek, Helena Šmigoc
A factorization of an nonnegative symmetric matrix of the form , where is a symmetric matrix, and both and are required to be nonne…
Exact upper bound for copulas with a given diagonal section
Damjana Kokol Bukovšek, Blaž Mojškerc, Nik Stopar
We answer a 15-year-old open question about the exact upper bound for bivariate copulas with a given diagonal section by giving an explicit formula for this bound. As an applicatio…
Coherence and avoidance of sure loss for standardized functions and semicopulas
Erich Peter Klement, Damjana Kokol Bukovšek, Blaž Mojškerc +3
We discuss avoidance of sure loss and coherence results for semicopulas and standardized functions, i.e., for grounded, 1-increasing functions with value at .…
On the exact region determined by Spearman's rho and Spearman's footrule
Damjana Kokol Bukovšek, Nik Stopar
We determine the lower bound for possible values of Spearman's rho of a bivariate copula given that the value of its Spearman's footrule is known and show that this bound is always…
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…
Some multivariate imprecise shock model copulas
David Dolžan, Damjana Kokol Bukovšek, Matjaž Omladič +1
Bivariate imprecise copulas have recently attracted substantial attention. However, the multivariate case seems still to be a "blank slate". It is then natural that this idea be te…
Non-exchangeability of copulas arising from shock models
Damjana Kokol Bukovšek, Tomaž Košir, Blaž Mojškerc +1
When choosing the right copula for our data a key point is to distinguish the family that describes it at the best. In this respect, a better choice of the copulas could be obtaine…
Asymmetric linkages: maxmin vs. reflected maxmin copulas
Damjana Kokol Bukovšek, Tomaž Košir, Blaž Mojškerc +1
In this paper we introduce some new copulas emerging from shock models. It was shown earlier that reflected maxmin copulas (RMM for short) are not just some specific singular copul…
Jordan triple product homomorphisms on Hermitian matrices of dimension two
Damjana Kokol Bukovsek, Blaz Mojskerc
We characterise all Jordan triple product homomorphisms, that is, mappings satisfying on the set of all Hermitian complex matrices.