2 citations · 2 across the 1 of their papers we have counts for
3 papers
math.ST2012★ 2 cited
On a Generalized -Product for Copulas
Pongpol Ruankong, Songkiat Sumetkijakan
This paper focuses on a generalization of the *-product called -product. This product, first introduced by Durante, Klement and Quesada-Molina, was used to characterize…
math.ST2012
Shuffles of copulas and a new measure of dependence
Pongpol Ruankong, Tippawan Santiwipanont, Songkiat Sumetkijakan
Using a characterization of Mutual Complete Dependence copulas, we show that, with respect to the Sobolev norm, the MCD copulas can be approximated arbitrarily closed by shuffles o…
math.ST2012
Essential Closures and Supports of Multivariate Copulas
Pongpol Ruankong, Songkiat Sumetkijakan
We generalize the notion of essential closures which is used in formulating a geometric necessary condition for a set to be the support of a multivariate copula. Furthermore, in so…