15 citations · 49 across the 11 of their papers we have counts for
9 papers · 1 filter
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…
Random discrete copulas
Damjana Kokol Bukovšek, Blaž Mojškerc, Nik Stopar
We introduce the notion of a bivariate random discrete copula on an equidistant mesh and explore its stochastic properties. A random discrete copula is a discrete random field, hen…
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…
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 .…
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…
Relation between non-exchangeability and measures of concordance of copulas
Damjana Kokol Bukovšek, Tomaž Košir, Blaž Mojškerc +1
An investigation is presented of how a comprehensive choice of five most important measures of concordance (namely Spearman's rho, Kendall's tau, Gini's gamma, Blomqvist's beta, an…
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…