Multivariate shuffles and approximation of copulas

DOI10.1016/J.SPL.2010.08.008MaRDI QIDQ613171zbMATH OpenOpenAlexFDO

Authors Fabrizio Durante, Juan Fernández-Sánchez

Publication date 20 December 2010

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

Full work available at URL https://doi.org/10.1016/j.spl.2010.08.008

zbMATH Keywords

copulaordinal sumshuffles of Min\(d\)-fold stochastic measure

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cites work

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• scientific article; zbMATH DE number 222634 (Why is no real title available?)
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• Monotone dependence
• On distributions of order statistics for absolutely continuous copulas with applications to reliability
• Optimal transportation, topology and uniqueness
• Ordinal sums and idempotents of copulas
• Quantitative risk management. Concepts, techniques and tools
• Shape recognition via Wasserstein distance
• Shuffles of copulas
• Solution of Some Transportation Problems with Relaxed or Additional Constraints

Cited in

(21)

• Sample \(d\)-copula of order \(m\)
• Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity
• Maintaining tail dependence in data shuffling using \(t\) copula
• On a multivariate copula-based dependence measure and its estimation
• Maximal non-exchangeability in dimension \(d\)
• A note on the compatibility of bivariate copulas
• Conditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and iterated function systems
• Remarks on two product-like constructions for copulas
• On order statistics and Kendall's tau
• A constructive proof of the Sklar's theorem on copulas
• On the lower bound of Spearman's footrule
• Characterizations of copulas attaining the bounds of multivariate Kendall's tau
• New copulas based on general partitions-of-unity and their applications to risk management. II.
• Shuffle of min's random variable approximations of bivariate copulas' realization
• On minimal copulas under the concordance order
• Some properties of double shuffles of bivariate copulas and (extreme) copulas invariant with respect to Lüroth double shuffles
• How simplifying and flexible is the simplifying assumption in pair-copula constructions -- analytic answers in dimension three and a glimpse beyond
• On the approximation of copulas via shuffles of Min
• An extension of Kemperman's characterization on \(k\)-independence and its application
• Shuffles of copulas
• Some approximations of \(n\)-copulas

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