Joining copulas of extreme implicit dependence copulas
From MaRDI portal
Cites work
- A Remark on Extreme Doubly Stochastic Measures
- An introduction to copulas.
- Bounds for trivariate copulas with given bivariate marginals
- Copulas with fractal supports
- Countably piecewise monotonic surjection implicit dependence copulas
- Das statistische Problem der Korrelation als Variations und Eigenwertproblem und sein Zusammenhang mit der Ausgleichsrechnung.
- Extremality and factorizability of Markov operators
- Extremality of factorizable copulas and implicit dependence copulas
- scientific article; zbMATH DE number 5992126 (Why is no real title available?)
- scientific article; zbMATH DE number 16826 (Why is no real title available?)
- scientific article; zbMATH DE number 125971 (Why is no real title available?)
- scientific article; zbMATH DE number 222634 (Why is no real title available?)
- scientific article; zbMATH DE number 3327849 (Why is no real title available?)
- scientific article; zbMATH DE number 3070150 (Why is no real title available?)
- Inequalities: theory of majorization and its applications
- Measure-preserving functions and the independence copula
- On extremal measures and subspace density
- On extreme doubly stochastic measures
- On measures of dependence
- Probability theory. A comprehensive course
- Remarks on two product-like constructions for copulas
- Shuffles of copulas and a new measure of dependence
- Sklar's theorem, copula products, and ordering results in factor models
- Some approximations of \(n\)-copulas
- Supports of doubly stochastic measures
- The structure of some classes of bivariate distributions and some applications
Cited in
(1)
This page was built for publication: Joining copulas of extreme implicit dependence copulas
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6883177)