S. Sumetkijakan

activity

20122026

*

-Product for Copulas

2 citations · 2 across the 3 of their papers we have counts for

collaborators

6 papers

stat.ME2026

SL-vine and $Δ$ -vine copula models

Tanabodee Monggon, Songkiat Sumetkijakan, Tippawan Santiwipanont +1

Traditional multivariate copulas often fail to capture complex dependence structures and may impose restrictive assumptions that limit their applicability to real-world data. To ad…

math.ST2026

Tau-Rho Equality and Other Dependence Measures of a Subclass of Factorizable Copulas

Noppawit Yanpaisan, Tippawan Santiwipanont, Matthias Scherer +1

Kendall's tau and Spearman's rho, two widely used dependence measures in statistics and risk management, are often treated as interchangeable, yet can disagree sharply: Schreyer et…

math.ST2016

Supports of Implicit Dependence Copulas

Songkiat Sumetkijakan

A copula of continuous random variables $X$ and $Y$ is called an \emph{implicit dependence copula} if there exist functions $α$ and $β$ such that $α (X) = β (Y)$ almost surely, which…

math.ST2012★ 2 cited

On a Generalized $*$ -Product for Copulas

Pongpol Ruankong, Songkiat Sumetkijakan

This paper focuses on a generalization of the *-product called $C$ -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