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