1 citations · 1 across the 2 of their papers we have counts for
3 papers
math.ST2022★ 1 cited
On convergence and singularity of conditional copulas of multivariate Archimedean copulas, and estimating conditional dependence
Thimo Maria Kasper
The present contribution derives an explicit expression for (a version of) every uni- and multi-variate conditional distribution (i.e., Markov kernel) of Archimedean copulas and us…
math.ST2022
On convergence and mass distributions of multivariate Archimedean copulas and their interplay with the Williamson transform
Thimo M. Kasper, Nicolas Dietrich, Wolfgang Trutschnig
Motivated by a recently established result saying that within the class of bivariate Archimedean copulas standard pointwise convergence implies weak convergence of almost all condi…
math.ST2020
On weak conditional convergence of bivariate Archimedean and Extreme Value copulas, and consequences to nonparametric estimation
Thimo M. Kasper, Sebastian Fuchs, Wolfgang Trutschnig
Looking at bivariate copulas from the perspective of conditional distributions and considering weak convergence of almost all conditional distributions yields the notion of weak co…