W. Trutschnig

activity

20152026

most citedRace Driver Evaluation at a Driving Simulator using a physical Model and a Machine Learning Approach

3 citations · 4 across the 12 of their papers we have counts for

collaborators

Showing 2018Show all

2 papers · 1 filter

math.ST2018

A sharp inequality for Kendall's $τ$ and Spearman's $ρ$ 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…

math.ST2018

On all Pickands Dependence Functions whose corresponding Extreme-Value-Copulas have Spearman $ρ$ (Kendall $τ$ ) identical to some value $v \in [0, 1]$

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 $A_{v}^{ρ}$ ($\mathc…

A sharp inequality for Kendall's τ and Spearman's ρ of Extreme-Value Copulas

On all Pickands Dependence Functions whose corresponding Extreme-Value-Copulas have Spearman ρ (Kendall τ) identical to some value v∈[0,1]

A sharp inequality for Kendall's $τ$ and Spearman's $ρ$ of Extreme-Value Copulas

On all Pickands Dependence Functions whose corresponding Extreme-Value-Copulas have Spearman $ρ$ (Kendall $τ$ ) identical to some value $v \in [0, 1]$