Construction of copulas with hairpin support

DOI10.1007/S00009-021-01803-8MaRDI QIDQ2050126zbMATH OpenOpenAlexFDO

Authors Fernando Chamizo, Juan Fernández-Sánchez, Manuel Úbeda-Flores

Publication date 30 August 2021

Published in Mediterranean Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00009-021-01803-8

zbMATH Keywords

1-Lipschitzcopulahairpin

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cites work

• Advanced analysis on the real line
• An introduction to copulas.
• Characterization of all copulas associated with non-continuous random variables
• Copulae, self-affine functions, and fractal dimensions
• Doubly stochastic measures with hairpin support
• Doubly stochastic measures with mass on the graphs of two functions
• Doubly stochastic measures with prescribed support
• Examples of doubly stochastic measures supported on the graphs of two functions
• scientific article; zbMATH DE number 3425963 (Why is no real title available?)
• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• scientific article; zbMATH DE number 4213102 (Why is no real title available?)
• scientific article; zbMATH DE number 194090 (Why is no real title available?)
• Measure-preserving transformations, copulæ and compatibility
• Minimizing a Submodular Function on a Lattice
• Multivariate copulas with hairpin support
• On the relationship between modular functions and copulas
• Principles of copula theory

Cited in

(6)

• Curved splicing of copulas
• Multivariate copulas with hairpin support
• Multivariate copulas with given values at two arbitrary points
• A new family of copulas based on probability generating functions
• Extremality of factorizable copulas and implicit dependence copulas
• Convex lineability in copula and quasi-copula sets

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