Copulas with continuous, strictly increasing singular conditional distribution functions
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Cites work
- scientific article; zbMATH DE number 425393 (Why is no real title available?)
- scientific article; zbMATH DE number 3745547 (Why is no real title available?)
- scientific article; zbMATH DE number 47345 (Why is no real title available?)
- scientific article; zbMATH DE number 2037792 (Why is no real title available?)
- scientific article; zbMATH DE number 3222151 (Why is no real title available?)
- scientific article; zbMATH DE number 3228674 (Why is no real title available?)
- A note on the notion of singular copula
- A singular function with a non-zero finite derivative
- An ergodic theorem for iterated maps
- An introduction to copulas.
- Characterization of all copulas associated with non-continuous random variables
- Copulas and Markov processes
- Copulas and associated fractal sets
- Copulas with fractal supports
- Copulæ: some mathematical aspects
- Foundations of Modern Probability
- Fractal-based methods in analysis
- Idempotent and multivariate copulas with fractal support
- Invariant dependence structures and Archimedean copulas
- Large sample behavior of the Bernstein copula estimator
- MAXIMUM AND MINIMUM EXTENSIONS OF FINITE SUBCOPULAS
- Measure-preserving functions and the independence copula
- Moments and associated measures of copulas with fractal support
- On a strong metric on the space of copulas and its induced dependence measure
- On approximation of copulas
- On differential properties of copulas
- Probability theory. A comprehensive course.
- Real Analysis and Probability
- Riesz--Nágy singular functions revisited
- Some new results on the empirical copula estimator with applications
- Some results on homeomorphisms between fractal supports of copulas
Cited in
(10)- On the singular components of a copula
- New transformations of aggregation functions based on monotone systems of functions
- An extension of Kemperman's characterization on k-independence and its application
- A note on the copulas invariant with respect to \((a,b)\)-transformation
- Some properties of double shuffles of bivariate copulas and (extreme) copulas invariant with respect to Lüroth double shuffles
- Singularity aspects of Archimedean copulas
- Lineability, spaceability, and latticeability of subsets of \(C([0, 1])\) and Sobolev spaces
- Spatially homogeneous copulas
- Mass distributions of two-dimensional extreme-value copulas and related results
- A typical copula is singular
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