15 citations · 49 across the 11 of their papers we have counts for
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math.ST2018★ 13 cited
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…
math.ST2018★ 2 cited
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…