4 papers · 1 filter
How far are -dimensional copulas with uniform -marginals from (total) independence?
Damjana Kokol Bukovšek, Nik Stopar, Wolfgang Trutschnig
We consider the family of all -dimensional copulas whose -dimensional marginals are all equal to the -dimensional product copula $Π_{d-…
Discrete imprecise copulas and alternating sign matrices
Tomaž Košir, Elisa Perrone, Nik Stopar
In this paper, we study discrete quasi-copulas and discrete imprecise copulas of minimal range, which naturally correspond to alternating sign matrices. We show that this family is…
The exact region determined by Spearman's footrule, Gini's gamma and Kendall's tau
Damjana Kokol BukovÅ¡ek, Petra LaziÄ, Blaž MojÅ¡kerc +1
Concordance measures are used to express the degree of association between random variables. Practitioners may use several distinct concordance measures to narrow the space of poss…
Freedom in constructing quasi-copulas vs. copulas
Matjaž OmladiÄ, 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…