2 citations · 8 across the 11 of their papers we have counts for
6 papers · 1 filter
Couplings with prescribed maxima: A short proof of the quasi-copula characterization
Jonathan Ansari
We provide a short probabilistic proof of the classical characterization of multivariate quasi-copulas, addressing the call for a simpler and more transparent proof expressed by Se…
Copulas farthest from independence in quadratic Wasserstein distance
Jonathan Ansari
Let denote the independence copula and the upper and lower Fréchet--Hoeffding copulas. Catalano and Lavenant (2025) conjectured that and maximize the quadratic Wa…
The exact region determined by Spearman's rho and Gini's gamma
Jonathan Ansari, Marcus Rockel, Stefanie Steinmaßl
We determine the exact attainable region of Spearman's rho and Gini's gamma over all bivariate copulas, resolving the remaining pairwise exact-region problem among Spearman's rho,…
The exact Spearman rho-footrule region via optimal transport with applications to finite rankings, mixability, and Chatterjee's rank correlation
Jonathan Ansari, Marcus Rockel
We solve the open problem of determining the maximal value of Spearman's rho when Spearman's footrule is prescribed, thereby completing the exact attainable region of these two qua…
Dependence Measures via Adapted Optimal Transport: Stability and Rates of Convergence
Jonathan Ansari, Johannes Wiesel
Recently studied dependence measures, such as Chatterjee's rank correlation, that characterize both independence and perfect functional dependence, provide a powerful framework for…
On a copula product characterizing independence and perfect functional dependence
Jonathan Ansari
Recently studied dependence measures take values in [0,1], where 0 characterizes independence of X and Y, and 1 characterizes perfect functional (not necessarily monotone) dependen…