26 citations · 53 across the 14 of their papers we have counts for
7 papers · 1 filter
How far are -dimensional copulas with uniform -marginals from (total) independence?
Damjana Kokol Bukovšek, Nik Stopar, Wolfgang Trutschnig
We consider the family of all -dimensional copulas whose -dimensional marginals are all equal to the -dimensional product copula $Π_{d-…
Dense alternating sign matrices and imprecise copulas
Tomaž Košir, Elisa Perrone, Nik Stopar
In this paper, we study discrete quasi-copulas and discrete imprecise copulas of minimal range, which naturally correspond to alternating sign matrices. We identify dense alternati…
The exact region determined by Spearman's footrule, Gini's gamma and Kendall's tau
Damjana Kokol Bukovšek, Petra Lazić, Blaž Mojškerc +1
Concordance measures are used to express the degree of association between random variables. Practitioners may use several distinct concordance measures to narrow the space of poss…
Freedom in constructing quasi-copulas vs. copulas
Matjaž Omladič, Nik Stopar
The main goal of this paper is to study the extent of freedom one has in constructing quasi-copulas vs. copulas. Specifically, it exhibits three construction methods for quasi-copu…
Bivariate measure-inducing quasi-copulas
Nik Stopar
It is well known that every bivariate copula induces a positive measure on the Borel -algebra on , but there exist bivariate quasi-copulas that do not induce a signed m…
Coherence and avoidance of sure loss for standardized functions and semicopulas
Erich Peter Klement, Damjana Kokol Bukovšek, Blaž Mojškerc +3
We discuss avoidance of sure loss and coherence results for semicopulas and standardized functions, i.e., for grounded, 1-increasing functions with value at .…
On the exact region determined by Spearman's rho and Spearman's footrule
Damjana Kokol Bukovšek, Nik Stopar
We determine the lower bound for possible values of Spearman's rho of a bivariate copula given that the value of its Spearman's footrule is known and show that this bound is always…