Factorizable non-atomic copulas

DOI10.1016/J.SPL.2018.08.005MaRDI QIDQ1726737zbMATH OpenOpenAlexFDO

Authors Tanes Printechapat, S. Sumetkijakan

Publication date 20 February 2019

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2018.08.005

zbMATH Keywords

copulaMarkov operatornon-atomicfactorizabilityassociated sigma-algebra

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Classes of sets (Borel fields, (sigma)-rings, etc.), measurable sets, Suslin sets, analytic sets (28A05) Positive linear operators and order-bounded operators (47B65) Probabilistic measure theory (60A10)

Recommendations

• Markov operators and n-copulas
• scientific article; zbMATH DE number 5992126
• Markov product invariance in classes of bivariate copulas characterized by univariate functions
• Non-atomic bivariate copulas and implicitly dependent random variables
• Copulas and Markov processes

Cites work

• scientific article; zbMATH DE number 5992126 (Why is no real title available?)
• An introduction to copulas.
• Approximation of bivariate copulas by patched bivariate Fréchet copulas
• Copulas and Markov processes
• Idempotent Copulas with Fractal Support
• Idempotent and multivariate copulas with fractal support
• Non-atomic bivariate copulas and implicitly dependent random variables
• Patched approximations and their convergence

Cited in

(5)

• Markov operators and n-copulas
• Characterization of pre-idempotent copulas
• Extremality and factorizability of Markov operators
• Extremality of factorizable copulas and implicit dependence copulas
• Non-atomic bivariate copulas and implicitly dependent random variables

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