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math.ST2026
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…
math.ST2020
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…
math.ST2018
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…