41 citations · 45 across the 17 of their papers we have counts for
20 papers
On families of bivariate copulas and their interrelation with the Hilbert space l2 and the Hilbert cube H
Juan Fernández Sánchez, Wolfgang Trutschnig
The Markov kernel based metric was introduced in 2011 in order to construct the scale-invariant dependence measure , which assign each bivariate copula a dependence…
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-…
On the asymptotic average diameter of blocks of uniformly distributed sequences and related results
Sebastian Heintze, Wolfgang Trutschnig
This paper was triggered by recent results on the maximal `average distance between consecutive points' of uniformly distributed sequences (u.f.d.s.). Here we address a generalized…
On d-stochastic measures with fractal support and uniform (d-1)-marginals, and related results
Nicolas Pascal Dietrich, Juan Fernández Sánchez, Wolfgang Trutschnig
The family of all probability measures on whose -dimensional marginals are all equal to the Lebesgue measure on …
Mean and quantile regression in the copula setting: properties, sharp bounds and a note on estimation
Henrik Kaiser, Wolfgang Trutschnig
Driven by the interest on how uniformity of marginal distributions propa\-gates to properties of regression functions, in this contribution we tackle the following questions: Given…
On differentiability and mass distributions of typical bivariate copulas
Nicolas Dietrich, Wolfgang Trutschnig
Despite the fact that copulas are commonly considered as analytically smooth/regular objects, derivatives of copulas have to be handled with care. Triggered by a recently published…
On bivariate lower semilinear copulas and the star product
Lea Maislinger, Wolfgang Trutschnig
We revisit the family of all bivariate lower semilinear (LSL) copulas first introduced by Durante et al. in 2008 and, using the characterization of LSL copulas…
Quantifying and estimating dependence via sensitivity of conditional distributions
Jonathan Ansari, Patrick B. Langthaler, Sebastian Fuchs +1
Recently established, directed dependence measures for pairs of random variables build upon the natural idea of comparing the conditional distributions of given w…
A link between Kendall's tau, the length measure and the surface of bivariate copulas, and a consequence to copulas with self-similar support
Juan Fernández-Sánchez, Wolfgang Trutschnig
Working with shuffles we establish a close link between Kendall's tau, the so-called length measure, and the surface area of bivariate copulas and derive some consequences. While i…
On convergence and mass distributions of multivariate Archimedean copulas and their interplay with the Williamson transform
Thimo M. Kasper, Nicolas Dietrich, Wolfgang Trutschnig
Motivated by a recently established result saying that within the class of bivariate Archimedean copulas standard pointwise convergence implies weak convergence of almost all condi…
Race Driver Evaluation at a Driving Simulator using a physical Model and a Machine Learning Approach
Julian von Schleinitz, Thomas Schwarzhuber, Lukas Wörle +4
Professional race drivers are still superior to automated systems at controlling a vehicle at its dynamic limit. Gaining insight into race drivers' vehicle handling process might l…
On a multivariate copula-based dependence measure and its estimation
Florian Griessenberger, Robert R. Junker, Wolfgang Trutschnig
Working with so-called linkages allows to define a copula-based, -valued multivariate dependence measure quantifying the scale-invariant extent of de…
On weak conditional convergence of bivariate Archimedean and Extreme Value copulas, and consequences to nonparametric estimation
Thimo M. Kasper, Sebastian Fuchs, Wolfgang Trutschnig
Looking at bivariate copulas from the perspective of conditional distributions and considering weak convergence of almost all conditional distributions yields the notion of weak co…
How simplifying and flexible is the simplifying assumption in pair-copula constructions -- analytic answers in dimension three and a glimpse beyond
Thomas Mroz, Sebastian Fuchs, Wolfgang Trutschnig
Motivated by the increasing popularity and the seemingly broad applicability of pair-copula constructions underlined by numerous publications in the last decade, in this contributi…
A copula-based measure for quantifying asymmetry in dependence and associations
Robert R. Junker, Florian Griessenberger, Wolfgang Trutschnig
Asymmetry is an inherent property of bivariate associations and therefore must not be ignored. The currently applicable dependence measures mask the potential asymmetry of the unde…
A sharp inequality for Kendall's and Spearman's of Extreme-Value Copulas
Thomas Mroz, Wolfgang Trutschnig
We derive a new (lower) inequality between Kendall's tau? and Spearman's rho? for two-dimensional Extreme-Value Copulas, show that this inequality is sharp in each point and conclu…
On all Pickands Dependence Functions whose corresponding Extreme-Value-Copulas have Spearman (Kendall ) identical to some value
Noppadon Kamnitui, Christian Genest, Wolfgang Trutschnig
We answer an open question posed by the second author at the Salzburg workshop on Dependence Models and Copulas in 2016 concerning the size of the family ($\mathc…
On distributions with fixed marginals maximizing the joint or the prior default probability, estimation, and related results
Thomas Mroz, Juan Fernández Sánchez, Sebastian Fuchs +1
We study the problem of maximizing the probability that (i) an electric component or financial institution does not default before another component or institution and (ii)…
Why GPS makes distances bigger than they are
Peter Ranacher, Richard Brunauer, Wolfgang Trutschnig +2
Global Navigation Satellite Systems (GNSS), such as the Global Positioning System (GPS), are among the most important sensors for movement analysis. GPS is widely used to record th…
On the exact region determined by Kendall's tau and Spearman's rho
Manuela Schreyer, Roland Paulin, Wolfgang Trutschnig
Using properties of shuffles of copulas and tools from combinatorics we solve the open question about the exact region determined by all possible values of Kendall's and Sp…