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