Markov product invariance in classes of bivariate copulas characterized by univariate functions
DOI10.1016/J.JMAA.2021.125184zbMATH Open1473.62157OpenAlexW3152463478MaRDI QIDQ2033217FDOQ2033217
Authors: Wolfgang Trutschnig, M. Tschimpke, Juan Fernández-Sánchez 
Publication date: 14 June 2021
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.2021.125184
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Cited In (7)
- Factorizable non-atomic copulas
- Stochastic monotonicity and the Markov product for copulas
- Characterization of pre-idempotent copulas
- A Markov product for tail dependence functions
- Idempotent copulæ: ordinal sums and Archimedean copulæ
- New results on perturbation-based copulas
- Ordinal sums: from triangular norms to bi- and multivariate copulas
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