most citedExtreme semilinear copulas

6 citations · 15 across the 6 of their papers we have counts for

collaborators

6 papers

math.ST20253 cited

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…

math.DS20253 cited

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…

math.PR20256 cited

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…

math.PR20253 cited

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…

math.ST2025

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…

math.ST2025

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…