Stochastic monotonicity and the Markov product for copulas
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Publication:2041744
DOI10.1016/j.jmaa.2021.125348zbMath1475.60049arXiv2012.08324OpenAlexW3111077394MaRDI QIDQ2041744
Christopher Strothmann, Karl Friedrich Siburg
Publication date: 23 July 2021
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2012.08324
Related Items (3)
Ordinal sums: from triangular norms to bi- and multivariate copulas ⋮ Rearranged dependence measures ⋮ Total positivity of copulas from a Markov kernel perspective
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