Singularity aspects of Archimedean copulas

DOI10.1016/J.JMAA.2015.06.036zbMath1329.62247OpenAlexW807643618MaRDI QIDQ495155

Wolfgang Trutschnig, Juan Fernández-Sánchez

Publication date: 9 September 2015

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2015.06.036

zbMATH Keywords

copulasingular functionconvex functionMarkov kerneldoubly stochastic measure

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

Related Items (10)

On convergence and mass distributions of multivariate Archimedean copulas and their interplay with the Williamson transform ⋮ On convergence and singularity of conditional copulas of multivariate Archimedean copulas, and conditional dependence ⋮ On some properties of reflected maxmin copulas ⋮ On weak conditional convergence of bivariate Archimedean and extreme value copulas, and consequences to nonparametric estimation ⋮ Mass distributions of two-dimensional extreme-value copulas and related results ⋮ Markov product invariance in classes of bivariate copulas characterized by univariate functions ⋮ Dependent censoring with simultaneous death times based on the generalized Marshall-Olkin model ⋮ Copula-based Markov process ⋮ On convergence of associative copulas and related results ⋮ Total positivity of copulas from a Markov kernel perspective

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