26 citations · 76 across the 19 of their papers we have counts for
5 papers · 1 filter
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…
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…
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…
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…