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math.ST2026
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…
math.ST2026
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-…
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…