Baire category results for exchangeable copulas

DOI10.1016/j.fss.2015.04.010zbMath1382.60028OpenAlexW2063941789MaRDI QIDQ1697318

Fabrizio Durante, Wolfgang Trutschnig, Juan Fernández-Sánchez

Publication date: 19 February 2018

Published in: Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.fss.2015.04.010

zbMATH Keywords

copulaexchangeabilityassociativityArchimedean copulaBaire category

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Baire category, Baire spaces (54E52)

Related Items (8)

Baire category results for quasi-copulas ⋮ A hitchhiker's guide to quasi-copulas ⋮ Zero-sets of copulas ⋮ On the extension of signature-based representations for coherent systems with dependent non-exchangeable components ⋮ Asymmetric Copulas and Their Application in Design of Experiments ⋮ New results on discrete copulas and quasi-copulas ⋮ On convergence of associative copulas and related results ⋮ A typical copula is singular

Cites Work

• On a strong metric on the space of copulas and its induced dependence measure
• Sklar's theorem obtained via regularization techniques
• An introduction to copulas.
• On the distributional transform, Sklar's theorem, and the empirical copula process
• Copulas and Markov processes
• Strong approximation of copulas
• Uniform approximation of associative copulas by strict and non-strict copulas
• On Cesáro convergence of iterates of the star product of copulas
• A topological proof of Sklar's theorem
• Problems on associative functions
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