S. Sumetkijakan

activity

20122026

*

-Product for Copulas

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

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5 papers · 1 filter

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…