On differential properties of copulas
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Publication:2445413
DOI10.1016/j.fss.2012.11.023zbMath1284.62311OpenAlexW2059200663MaRDI QIDQ2445413
Publication date: 14 April 2014
Published in: Fuzzy Sets and Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.fss.2012.11.023
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)
Related Items (6)
A differential characterization of the \(d\)-increasingness property ⋮ On universal \(K_C\)-integrals ⋮ A hitchhiker's guide to quasi-copulas ⋮ Singularity aspects of Archimedean copulas ⋮ Copulas with continuous, strictly increasing singular conditional distribution functions ⋮ New transformations of aggregation functions based on monotone systems of functions
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- A New Characterization of Bivariate Copulas
- COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS
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