Countably piecewise monotonic surjection implicit dependence copulas

DOI10.1016/J.FSS.2022.02.004MaRDI QIDQ6083030zbMATH OpenOpenAlexFDO

Authors Peerapong Panyasakulwong, Tippawan Santiwipanont, S. Sumetkijakan, Noppawit Yanpaisan

Publication date 31 October 2023

Published in Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.fss.2022.02.004

zbMATH Keywords

complete dependencecopulacountably piecewise monotonic surjectiongeneralized Markov productimplicit dependence

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cites work

• A measure of mutual complete dependence
• An introduction to copulas.
• Bounds for trivariate copulas with given bivariate marginals
• Continuous Bivariate Distributions
• Extremality and factorizability of Markov operators
• Foundations of Modern Probability
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• scientific article; zbMATH DE number 1022658 (Why is no real title available?)
• scientific article; zbMATH DE number 1416652 (Why is no real title available?)
• scientific article; zbMATH DE number 3327849 (Why is no real title available?)
• Measure preserving transformations and rearrangements
• Measure-preserving functions and the independence copula
• Non-atomic bivariate copulas and implicitly dependent random variables
• Probability theory. A comprehensive course
• Remarks on two product-like constructions for copulas
• Shuffles of copulas and a new measure of dependence

Cited in

(4)

• Non-atomic bivariate copulas and implicitly dependent random variables
• Characterization of pre-idempotent copulas
• Extremality of factorizable copulas and implicit dependence copulas
• Joining copulas of extreme implicit dependence copulas

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