4 papers
Identifiability, Convergence and Nonparametric Estimation of Bivariate Archimax Copulas
Nicolas Dietrich, Wolfgang Trutschnig
Considering that the family of bivariate Archimax copulas contains both the Archimedean and the extreme-value class, Archimax copulas constitute a flexible family allowing to model…
Estimating Conditional Distributions via Sklar's Theorem and Empirical Checkerboard Approximations, with Consequences to Nonparametric Regression
Kai Schärer, Wolfgang Trutschnig
We tackle the natural question of whether it is possible to estimate conditional distributions via Sklar's theorem by separately estimating the conditional distributions of the und…
On differentiability and mass distributions of topologically typical multivariate Archimedean copulas
Nicolas Dietrich, Wolfgang Trutschnig
Copulas, in particular Archimedean copulas are commonly viewed as analytically nice and regular objects. Motivated by a recently established result sta\-ting that the first partial…
Revisiting the region determined by Spearman's and Spearman's footrule
Marco Tschimpke, Manuela Schreyer, Wolfgang Trutschnig
Kokol and Stopar () recently studied the exact region determined by Spearman's footrule and Spearman's and derived a sharp lower, as well as a non-sharp upp…