32 citations · 32 across the 4 of their papers we have counts for
Showing math.STShow all
2 papers · 1 filter
math.ST2020
Right-truncated Archimedean and related copulas
Marius Hofert
The copulas of random vectors with standard uniform univariate margins truncated from the right are considered and a general formula for such right-truncated conditional copulas is…
math.ST2018
Compatibility and attainability of matrices of correlation-based measures of concordance
Marius Hofert, Takaaki Koike
Measures of concordance have been widely used in insurance and risk management to summarize non-linear dependence among risks modeled by random variables, which Pearson's correlati…