9 citations · 24 across the 7 of their papers we have counts for
8 papers
A complete characterization of maximal copulas with a given track section
Matjaž Omladič, Damjan Škulj
Bivariate copulas with prescribed diagonal section were first studied by Bertino. Their maximality was studied so far only from the point of view of upper bounds which brings quasi…
Reversible Imprecise Markov Chains
Damjan Škulj
Reversible Markov chains play a central role in stochastic modelling and in algorithms such as Markov chain Monte Carlo (MCMC). Motivated by the fundamental importance of reversibi…
A complete characterization of normal cones and extreme points for -boxes
Damjan Škulj
Probability boxes, also known as -boxes, correspond to sets of probability distributions bounded by a pair of distribution functions. They fall into the class of models known as…
Some multivariate imprecise shock model copulas
David Dolžan, Damjana Kokol Bukovšek, Matjaž Omladič +1
Bivariate imprecise copulas have recently attracted substantial attention. However, the multivariate case seems still to be a "blank slate". It is then natural that this idea be te…
Constructing copulas from shock models with imprecise distributions
Matjaž Omladič, Damjan Škulj
The omnipotence of copulas when modeling dependence given marg\-inal distributions in a multivariate stochastic situation is assured by the Sklar's theorem. Montes et al.\ (2015) s…
Errors bounds for finite approximations of coherent lower previsions on finite probability spaces
Damjan Škulj
Coherent lower previsions are general probabilistic models allowing incompletely specified probability distributions. However, for complete description of a coherent lower previsio…
Random walks on graphs with interval weights and precise marginals
Damjan Škulj
We propose a model of random walks on weighted graphs where the weights are interval valued, and connect it to reversible imprecise Markov chains. While the theory of imprecise Mar…
A classification of invariant distributions and convergence of imprecise Markov chains
Damjan Skulj
We analyse the structure of imprecise Markov chains and study their convergence by means of accessibility relations. We first identify the sets of states, so-called minimal permane…