Quantifying directed dependence via dimension reduction
Article in Journal of Multivariate Analysis (May 2024)
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A novel positive dependence property and its impact on a popular class of concordance measures
Article in Journal of Multivariate Analysis (March 2024)
On convergence and mass distributions of multivariate Archimedean copulas and their interplay with the Williamson transform
Article in Journal of Mathematical Analysis and Applications (January 2024)