Copulas and associated fractal sets
The authors consider an extension of the problem of constructing copulas whose supports are fractals which has been studied by \textit{G. A. Fredricks}, \textit{R. B. Nelsen} and \textit{J. A. Rodriguez-Lallena} [Insur. Math. Econ. 37, No. 1, 42--48 (2005; Zbl 1098.60018)]. Different types of families of self-similar copulas are investigated using methods from probability and ergodic theory to describe their self-similarity and the self-similarity of their fractal supports. An interesting and unknown example of a copula is given whose support fills the unit square and whose associated measure is concentrated on a set having a Hausdorff dimension less than two. In the last section, examples of copulas with a non-connected support and copulas with totally disconnected supports are constructed.
- A Remark on Extreme Doubly Stochastic Measures
- An introduction to copulas.
- Copulas with fractal supports
- Doubly stochastic measures
- Doubly stochastic measures and Markov operators
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- Measure-preserving functions and the independence copula
- Measure-preserving transformations, copulæ and compatibility
- Remarks on two product-like constructions for copulas
- Shuffles of copulas
- Singularity theory and an introduction to catastrophe theory. 3rd corr. printing
- Space-filling curves
- The Hausdorff Dimension of the Graphs of Continuous Self-Affine Functions
- A note on the copulas invariant with respect to (a,b)-transformation
- Construction of copulas with hairpin support
- Zero-sets of copulas
- Copulae, self-affine functions, and fractal dimensions
- Copulas with continuous, strictly increasing singular conditional distribution functions
- Fractal measures with uniform marginals
- Essential closures and supports of multivariate copulas
- Copulas with fractal supports
- Copulas and self-affine functions
- Sample d-copula of order m
- Idempotent Copulas with Fractal Support
- Some results on homeomorphisms between fractal supports of copulas
- Moments and associated measures of copulas with fractal support
- Idempotent and multivariate copulas with fractal support
- Coupled fractals in complete metric spaces
- A family of singular functions and its relation to harmonic fractal analysis and fuzzy logic
- Supports of quasi-copulas
- On bivariate Archimedean copulas with fractal support
- Convex lineability in copula and quasi-copula sets
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