26 citations · 76 across the 19 of their papers we have counts for
24 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…
Marshall-Olkin copulas revisited
Tomaž Košir, Petra Lazić, Matjaž Omladič
Almost seventy years old Marshall-Olkin copulas, then wider Marshall copulas, and finally even wider shock model (SM) copulas constitute a substantial part of nowadays copula theor…
A complete characterization of maximal copulas with a given track section
Matjaž Omladič, Damjan Škulj
Bivariate copulas with prescribed diagonal section were first studied by Bertino. Their maximality was studied so far only from the point of view of upper bounds which brings quasi…
Maximal signed volume for (multivariate) supermodular quasi-copulas
Matjaž Omladič, Martin Vuk, Aljaž Zalar
Copulas are the primary tool for dependence modeling in statistics, and quasi-copulas are their essential companions. The latter appear, say, as infima or suprema of sets of copula…
Extreme mass distributions for quasi-copulas
Matjaž Omladič, Martin Vuk, Aljaž Zalar
A recent survey, nicknamed "Hitchhiker's Guide", J.J. Arias-Garcıa, R. Mesiar, and B. De Baets, A hitchhiker's guide to quasi-copulas, Fuzzy Sets and Systems 393 (2020) 1-28, has r…
Extreme values of the mass distribution associated with -quasi-copulas via linear programming
Matej Belšak, Matjaž Omladič, Martin Vuk +1
The recent survey published in Fuzzy Sets and Systems nicknamed ``Hitchhiker's Guide'' has raised the rating of quasi-copula problems in the dependence modeling community in spite…
Freedom in constructing quasi-copulas vs. copulas
Matjaž Omladič, Nik Stopar
The main goal of this paper is to study the extent of freedom one has in constructing quasi-copulas vs. copulas. Specifically, it exhibits three construction methods for quasi-copu…
On approximate and actual reducibility of matrix groups
Bojan Kuzma, Mitja Mastnak, Heydar Radjavi +1
We introduce the notions of -approximate fixed point and weak -approximate fixed point. We show that for a group of unitary matrices even the existence of…
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 .…
The solution of the Loewy-Radwan conjecture
Matjaž Omladič, Klemen Šivic
A seminal result of Gerstenhaber gives the maximal dimension of a linear space of nilpotent matrices. It also exhibits the structure of this space where the maximal dimension is at…
On approximate commutativity of spaces of matrices
Matjaž Omladič, Heydar Radjavi, Klemen Šivic
The maximal dimension of commutative subspaces of is known. So is the structure of such a subspace when the maximal dimension is achieved. We consider extensions…
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…
Phase-isometries between normed spaces
Aleksej Turnsek, Dijana Ilisevic, Matjaz Omladic
Let and be real normed spaces and a surjective mapping. Then satisfies , , if and o…
A full scale Sklar's theorem in the imprecise setting
Matjaž Omladič, Nik Stopar
In this paper we present a surprisingly general extension of the main result of a paper that appeared in this journal: I. Montes et al., Sklar's theorem in an imprecise setting, Fu…
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…
Final solution to the problem of relating a true copula to an imprecise copula
Matjaž Omladič, Nik Stopar
In this paper we solve in the negative the problem proposed in this journal (I. Montes et al., Sklar's theorem in an imprecise setting, Fuzzy Sets and Systems, 278 (2015), 48-66) w…
Constructing copulas from shock models with imprecise distributions
Matjaž Omladič, Damjan Škulj
The omnipotence of copulas when modeling dependence given marg\-inal distributions in a multivariate stochastic situation is assured by the Sklar's theorem. Montes et al.\ (2015) s…
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…
Copulas for maxmin systems
Matija Vidmar, Matjaž Omladič
Under a mild condition we give closed-form expressions for copulas of systems that consist of maxima and of minima of subvectors of a given random vector with continuous margin…
Exotic one-parameter semigroups of endomorphisms of a symmetric cone
Bojan Kuzma, Matjaž Omladič, Klemen Šivic +1
We construct an exotic one-parameter semigroup of endomorphims of a symmetric cone , whose generator is not the sum of a Lie group generator and an endomorphism of . The ques…
Finite Groups with Submultiplicative Spectra
L. Grunenfelder, T. Košir, M. Omladič +1
We study abstract finite groups with the property, called property , that all of their subrepresentations have submultiplicative spectra. Such groups are necessarily nilpo…