Convergence results for patchwork copulas
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Publication:320028
DOI10.1016/j.ejor.2015.06.028zbMath1346.60007OpenAlexW2214961753MaRDI QIDQ320028
Fabrizio Durante, José Juan Quesada-Molina, Manuel Úbeda-Flores, Juan Fernández-Sánchez
Publication date: 6 October 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2015.06.028
Related Items (12)
Copulas checker-type approximations: Application to quantiles estimation of sums of dependent random variables ⋮ Extensions of subcopulas ⋮ Distributions associated to the counting techniques of the d-sample copula of order m and weak convergence of the sample process ⋮ Extending sub-quasi-copulas ⋮ Copulas with given values on the tails ⋮ On a high-dimensional model representation method based on copulas ⋮ A characterization of multivariate independence using copulas ⋮ Estimating scale-invariant directed dependence of bivariate distributions ⋮ Copula based multivariate semi-Markov models with applications in high-frequency finance ⋮ Bounds on integrals with respect to multivariate copulas ⋮ A metric space of subcopulas -- an approach via Hausdorff distance ⋮ Dependence structure estimation using copula recursive trees
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