14 citations · 29 across the 15 of their papers we have counts for
15 papers
Concordance, symmetrization and non-exchangeability for bivariate copulas
Ávaro Rodríguez-García, Manuel Úbeda-Flores
We study the relationship between measures of non-exchangeability (), in the sense of Durante et al. (2010), and classical dependence functionals for bivaria…
New Baire category results for stochastic orders on bivariate copulas
María del Rosario Rodríguez-Griñolo, Manuel Úbeda-Flores
In the sense of Baire categories, we prove that the set of pairs of bivariate copulas that are comparable -- in either direction -- under the increasing convex order is nowhere den…
Characterizing Schur-concave commutative copulas as the closure of associative ones
Manuel Úbeda-Flores
Let denote the class of associative copulas, and let be the closure, in the uniform metric , of the convex hull of $\mathcal{C}…
Quantitative analysis of non-exchangeability in bivariate copulas: Sharp bounds, statistical tests and mixing constructions
Manuel Úbeda-Flores
This paper studies the degree to which a bivariate copula fails to be symmetric under coordinate permutation, a property known as non-exchangeability. Working within an axiomatic f…
The W-footrule coefficient: A copula-based measure of countermonotonicity
Enrique de Amo, David García-Fernández, Manuel Úbeda-Flores
We introduce the -footrule coefficient , a copula-based coefficient of negative association defined as the -distance to the countermonotonic copula . We prove that…
Convex lineability in copula and quasi-copula sets
Enrique de Amo, Juan Fernández-Sánchez, David García-Fernández +1
In this paper, we investigate several subsets of -copulas and -quasi-copulas from the perspective of convex-lineability and the recently introduced concept of convex-spaceabi…
Directional footrule-coefficients
Enrique de Amo, David García-Fernández, Manuel Úbeda-Flores
Rank-based dependence measures such as Spearman's footrule are robust and invariant, but they often fail to capture directional or asymmetric dependence in multivariate settings. T…
Directional -coefficients
Enrique de Amo, David García-Fernández, Manuel Úbeda-Flores
In this paper we obtain advances for the concept of directional -coefficients, originally defined for the trivariate case in [Nelsen, R.B., Úbeda-Flores, M. (2011). Directional…
Total positivity and dependence of order statistics
Enrique de Amo, José Juan Quesada-Molina, Manuel Úbeda-Flores
In this comprehensive study, we delve deeply into the concept of multivariate total positivity, defining it in accordance with a direction. We rigorously explore numerous salient p…
Supports of quasi-copulas
Juan Fernández-Sánchez, José Juan Quesada-Molina, Manuel Úbeda-Flores
It is known that for every there is a copula whose support is a self-similar fractal set with Hausdorff -- and box-counting -- dimension . In this paper we provide s…
Extreme semilinear copulas
Fabrizio Durante, Juan Fernández-Sánchez, Manuel Úbeda-Flores
We study the extreme points (in the Krein-Milman sense) of the class of semilinear copulas and provide their characterization. Related results into the more general setting of conj…
Extreme values of the mass distribution associated with a tetravariate quasi-copula
Manuel Úbeda-Flores
In this note we study the extremes of the mass distribution associated with a tetravariate quasi-copula and compare our results with the bi- and trivariate cases, showing the impor…
Best-possible bounds on the set of copulas with a given value of Gini's gamma
Manuel Úbeda-Flores
In this note, pointwise best-possible (lower and upper) bounds on the set of copulas with a given value of the Gini's gamma coefficient are established. It is shown that, unlike th…
Modeling directional monotonicity with copulas
Enrique de Amo, David García-Fernández, José Juan Quesada-Molina +1
The purpose of this paper is to characterize the concept of monotonicity according to a direction related to a set of n random variables in terms of its associated n-copula C. We s…
Nonparametric estimation of the multivariate Spearman's footrule: a further discussion
Ana Pérez, Mercedes Prieto-Alaiz, Fernando Chamizo +2
In this paper, we propose two new estimators of the multivariate rank correlation coefficient Spearman's footrule which are based on two general estimators for Average Orthant Depe…