Copula-based measurement of interdependence for discrete distributions

DOI10.1016/J.JMATECO.2018.09.001MaRDI QIDQ1633656zbMATH OpenOpenAlexFDO

Authors Martyna Kobus, Radosław Kurek

Publication date 20 December 2018

Published in Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL http://www.ecineq.org/milano/WP/ECINEQ2017-431.pdf

zbMATH Keywords

copula functiondiscrete distributionsinterdependencemultidimensional welfareordinal data

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of statistics to economics (62P20)

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Cites work

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• Fear of loss, inframodularity, and transfers
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• scientific article; zbMATH DE number 222634 (Why is no real title available?)
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• Stability and preference alignment in matching and coalition formation
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• The Mixing Problem in Programme Evaluation
• To Each According to . . . ? Markets, Tournaments, and the Matching Problem with Borrowing Constraints

Cited in

(3)

• Dependence measures for perturbations of copulas
• Maximal coupling of empirical copulas for discrete vectors
• Quadratic transformations of copula density and probability density

Describes a project that uses

Uses Software

• CopulaModel

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