Shuffles of copulas
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Publication:1018701
DOI10.1016/J.JMAA.2008.11.064zbMATH Open1160.60307OpenAlexW2092201950MaRDI QIDQ1018701FDOQ1018701
Authors: Fabrizio Durante, Peter Sarkoci, Carlo Sempi 
Publication date: 20 May 2009
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.2008.11.064
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- The shuffle conjecture
Cites Work
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- Measures of concordance determined by 𝐷₄-invariant measures on (0,1)²
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- Monotone dependence
- Remarks on two product-like constructions for copulas
- Lojasiewicz's Support and Doubly Stochastic Measures
Cited In (37)
- Dependence measuring from conditional variances
- Copulas and associated fractal sets
- Measure-preserving functions and the independence copula
- A nonparametric symmetry test for absolutely continuous bivariate copulas
- Multivariate shuffles and approximation of copulas
- Some members of the class of (quasi-)copulas with given diagonal from the Markov kernel perspective
- Sklar's theorem, copula products, and ordering results in factor models
- Copulas and self-affine functions
- Shuffles of copulas and a new measure of dependence
- Copulæ: some mathematical aspects
- On the singular components of a copula
- Some results on shuffles of two-dimensional copulas
- An extension of Kemperman's characterization on \(k\)-independence and its application
- Distribution functions, extremal limits and optimal transport
- On the approximation of copulas via shuffles of Min
- Absolutely continuous copulas with given sub-diagonal section
- Some properties of double shuffles of bivariate copulas and (extreme) copulas invariant with respect to Lüroth double shuffles
- On distributions with fixed marginals maximizing the joint or the prior default probability, estimation, and related results
- Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions
- Copulas related to piecewise monotone functions of the interval and associated processes
- Maintaining tail dependence in data shuffling using \(t\) copula
- A generalization of a copula-based construction of fuzzy implications
- Several algorithms for constructing copulas via \(\ast\)-product decompositions
- On a strong metric on the space of copulas and its induced dependence measure
- Maximal asymmetry of bivariate copulas and consequences to measures of dependence
- Title not available (Why is that?)
- Approximation of bivariate copulas by patched bivariate Fréchet copulas
- Remarks on two product-like constructions for copulas
- Shuffle of min's random variable approximations of bivariate copulas' realization
- Multivariate copulas with hairpin support
- On the copula correlation ratio and its generalization
- Copulae, self-affine functions, and fractal dimensions
- Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity
- Asymmetric copulas and their application in design of experiments
- Conditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and iterated function systems
- Some results on homeomorphisms between fractal supports of copulas
- A typical copula is singular
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