Copula function's concentration set and its concentrated partition

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Publication:896412

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DOI10.4310/SII.2014.V7.N3.A2zbMath1326.60008OpenAlexW2316734032MaRDI QIDQ896412

Lujun Li, Yi-Jun Wu, Jing-Ping Yang

Publication date: 9 December 2015

Published in: Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/sii.2014.v7.n3.a2

zbMATH Keywords

copula function concentration set concentration measure local correlation structure

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Measures of association (correlation, canonical correlation, etc.) (62H20) Probabilistic measure theory (60A10)

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