Jaworski, Piotr On copulas with a trapezoid support. (English) Zbl 1522.62033 Depend. Model. 11, Article ID 20230101, 23 p. (2023). MSC: 62H05 PDFBibTeX XMLCite \textit{P. Jaworski}, Depend. Model. 11, Article ID 20230101, 23 p. (2023; Zbl 1522.62033) Full Text: DOI
Genest, Christian; Jaworski, Piotr On the class of bivariate Archimax copulas under constraints. (English) Zbl 1467.62074 Fuzzy Sets Syst. 415, 37-53 (2021). MSC: 62H05 PDFBibTeX XMLCite \textit{C. Genest} and \textit{P. Jaworski}, Fuzzy Sets Syst. 415, 37--53 (2021; Zbl 1467.62074) Full Text: DOI
Kamnitui, N.; Genest, C.; Jaworski, P.; Trutschnig, W. On the size of the class of bivariate extreme-value copulas with a fixed value of Spearman’s rho or Kendall’s tau. (English) Zbl 1418.62224 J. Math. Anal. Appl. 472, No. 1, 920-936 (2019). Reviewer: Denis Sidorov (Irkutsk) MSC: 62H05 62H20 62G32 PDFBibTeX XMLCite \textit{N. Kamnitui} et al., J. Math. Anal. Appl. 472, No. 1, 920--936 (2019; Zbl 1418.62224) Full Text: DOI
Jaworski, Piotr; Pitera, Marcin A note on conditional covariance matrices for elliptical distributions. (English) Zbl 1457.62157 Stat. Probab. Lett. 129, 230-235 (2017). MSC: 62H05 62H10 62E15 60E05 PDFBibTeX XMLCite \textit{P. Jaworski} and \textit{M. Pitera}, Stat. Probab. Lett. 129, 230--235 (2017; Zbl 1457.62157) Full Text: DOI arXiv
Jaworski, Piotr On conditional value at risk (CoVaR) for tail-dependent copulas. (English) Zbl 1359.62166 Depend. Model. 5, 1-19 (2017). MSC: 62H05 60E05 91B30 91G40 62P05 PDFBibTeX XMLCite \textit{P. Jaworski}, Depend. Model. 5, 1--19 (2017; Zbl 1359.62166) Full Text: DOI
Di Lascio, F. Marta L.; Durante, Fabrizio; Jaworski, Piotr Truncation invariant copulas and a testing procedure. (English) Zbl 1510.62226 J. Stat. Comput. Simulation 86, No. 12, 2362-2378 (2016). MSC: 62H05 62G32 62H20 62G10 62P05 PDFBibTeX XMLCite \textit{F. M. L. Di Lascio} et al., J. Stat. Comput. Simulation 86, No. 12, 2362--2378 (2016; Zbl 1510.62226) Full Text: DOI
Jaworski, Piotr Univariate conditioning of vine copulas. (English) Zbl 1321.62055 J. Multivariate Anal. 138, 89-103 (2015). MSC: 62H05 62G32 62E20 60G70 PDFBibTeX XMLCite \textit{P. Jaworski}, J. Multivariate Anal. 138, 89--103 (2015; Zbl 1321.62055) Full Text: DOI
Jaworski, Piotr Invariant dependence structure under univariate truncation: the high-dimensional case. (English) Zbl 1440.62184 Statistics 47, No. 5, 1064-1074 (2013). MSC: 62H05 62G32 62H20 PDFBibTeX XMLCite \textit{P. Jaworski}, Statistics 47, No. 5, 1064--1074 (2013; Zbl 1440.62184) Full Text: DOI
Jaworski, Piotr The limiting properties of copulas under univariate conditioning. (English) Zbl 1273.62113 Jaworski, Piotr (ed.) et al., Copulae in mathematical and quantitative finance. Proceedings of the workshop, Cracow, Poland, July 10–11, 2012. Berlin: Springer (ISBN 978-3-642-35406-9/pbk; 978-3-642-35407-6/ebook). Lecture Notes in Statistics 213, 129-163 (2013). MSC: 62H05 91G70 37N99 62G32 PDFBibTeX XMLCite \textit{P. Jaworski}, Lect. Notes Stat. 213, 129--163 (2013; Zbl 1273.62113) Full Text: DOI
Durante, Fabrizio; Jaworski, Piotr Invariant dependence structure under univariate truncation. (English) Zbl 1241.62083 Statistics 46, No. 2, 263-277 (2012). MSC: 62H05 PDFBibTeX XMLCite \textit{F. Durante} and \textit{P. Jaworski}, Statistics 46, No. 2, 263--277 (2012; Zbl 1241.62083) Full Text: DOI
Durante, Fabrizio; Jaworski, Piotr; Mesiar, Radko Invariant dependence structures and Archimedean copulas. (English) Zbl 1225.62069 Stat. Probab. Lett. 81, No. 12, 1995-2003 (2011). MSC: 62H05 62H20 62E10 60G70 PDFBibTeX XMLCite \textit{F. Durante} et al., Stat. Probab. Lett. 81, No. 12, 1995--2003 (2011; Zbl 1225.62069) Full Text: DOI
Durante, Fabrizio; Jaworski, Piotr Absolutely continuous copulas with given diagonal sections. (English) Zbl 1292.60019 Commun. Stat., Theory Methods 37, No. 18, 2924-2942 (2008). MSC: 60E05 62H20 PDFBibTeX XMLCite \textit{F. Durante} and \textit{P. Jaworski}, Commun. Stat., Theory Methods 37, No. 18, 2924--2942 (2008; Zbl 1292.60019) Full Text: DOI
Jaworski, Piotr On uniform tail expansions of multivariate copulas and wide convergence of measures. (English) Zbl 1102.62053 Appl. Math. 33, No. 2, 159-184 (2006). MSC: 62H05 62G32 60B10 91B28 91B30 28C10 28A33 60E05 PDFBibTeX XMLCite \textit{P. Jaworski}, Appl. Math. 33, No. 2, 159--184 (2006; Zbl 1102.62053) Full Text: DOI
Jaworski, Piotr On uniform tail expansions of bivariate copulas. (English) Zbl 1051.62045 Appl. Math. 31, No. 4, 397-415 (2004). MSC: 62G32 62H05 62E20 91B28 62P05 PDFBibTeX XMLCite \textit{P. Jaworski}, Appl. Math. 31, No. 4, 397--415 (2004; Zbl 1051.62045) Full Text: DOI