5 papers
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…
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…