activity
20152026
most citedOn the exact region determined by Kendall's tau and Spearman's rho

41 citations · 45 across the 17 of their papers we have counts for

collaborators

20 papers

math.FA2026

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…

math.ST2026

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-…

math.NT2026

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…

math.PR2026

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 …

math.ST2025

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…

math.ST2024

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…