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math.ST2025
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…
math.ST2025
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…
math.ST2025
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…