On extremal problems for pairs of uniformly distributed sequences and integrals with respect to copula measures

DOI10.2478/udt-2020-0013zbMath1484.11160OpenAlexW3120678909WikidataQ114041266 ScholiaQ114041266MaRDI QIDQ2129355

Wolfgang Trutschnig, Fabrizio Durante, Claudio Ignazzi, Juan Fernández-Sánchez

Publication date: 22 April 2022

Published in: Uniform Distribution Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2478/udt-2020-0013

zbMATH Keywords

copulasextremal problemsuniform distribution

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) General theory of distribution modulo (1) (11K06)

Cites Work

• On a strong metric on the space of copulas and its induced dependence measure
• Optimal bounds for integrals with respect to copulas and applications
• An introduction to copulas.
• Distribution functions, extremal limits and optimal transport
• Mass transportation problems. Vol. 1: Theory. Vol. 2: Applications
• Optimal transport for applied mathematicians. Calculus of variations, PDEs, and modeling
• Mathematical Risk Analysis
• An Extremal Problem in Uniform Distribution Theory
• Principles of Copula Theory
• Copulas Constructed from Horizontal Sections
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