Extremality of factorizable copulas and implicit dependence copulas

DOI10.1016/J.JMAA.2024.128863MaRDI QIDQ6640885zbMATH OpenFDO

Authors Tippawan Santiwipanont, S. Sumetkijakan, Noppawit Yanpaisan

Publication date 20 November 2024

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.2024.128863

zbMATH Keywords

complete dependencecopulaextreme copulafactorizable copulageneralized Markov productimplicit dependence

Mathematics Subject Classification ID

Foundations of probability theory (60Axx) Distribution theory (60Exx) Multivariate analysis (62Hxx)

Cites work

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• Supports of doubly stochastic measures

Cited in

(1)

• Joining copulas of extreme implicit dependence copulas

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