Copulas and associated fractal sets

DOI10.1016/J.JMAA.2011.08.017MaRDI QIDQ643556zbMATH OpenOpenAlexFDO

Authors Enrique de Amo, Juan Fernández-Sánchez, Manuel Díaz Carrillo

Publication date 2 November 2011

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.2011.08.017

zbMATH Keywords

ergodicityHausdorff dimensionfractal supportself-similar copula

Mathematics Subject Classification ID

Fractals (28A80) Smooth ergodic theory, invariant measures for smooth dynamical systems (37C40) Dimension theory of smooth dynamical systems (37C45)

Recommendations

• Copulas with fractal supports
• Moments and associated measures of copulas with fractal support
• Idempotent Copulas with Fractal Support
• Idempotent and multivariate copulas with fractal support
• Copulae, self-affine functions, and fractal dimensions

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• A Remark on Extreme Doubly Stochastic Measures
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• Copulas with fractal supports
• Doubly stochastic measures
• Doubly stochastic measures and Markov operators
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• Measure-preserving transformations, copulæ and compatibility
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• Space-filling curves
• The Hausdorff Dimension of the Graphs of Continuous Self-Affine Functions

Cited in

(17)

• Supports of quasi-copulas
• Fractal measures with uniform marginals
• Construction of copulas with hairpin support
• Sample \(d\)-copula of order \(m\)
• Idempotent and multivariate copulas with fractal support
• Copulas and self-affine functions
• Copulas with fractal supports
• A note on the copulas invariant with respect to \((a,b)\)-transformation
• Copulas with continuous, strictly increasing singular conditional distribution functions
• Idempotent Copulas with Fractal Support
• Some results on homeomorphisms between fractal supports of copulas
• A family of singular functions and its relation to harmonic fractal analysis and fuzzy logic
• Essential closures and supports of multivariate copulas
• Copulae, self-affine functions, and fractal dimensions
• Coupled fractals in complete metric spaces
• Zero-sets of copulas
• Moments and associated measures of copulas with fractal support

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