A typical copula is singular
DOI10.1016/J.JMAA.2015.05.009zbMATH Open1329.60012OpenAlexW769961245MaRDI QIDQ2348433FDOQ2348433
Authors: Fabrizio Durante, Wolfgang Trutschnig, Juan Fernández-Sánchez 
Publication date: 12 June 2015
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.2015.05.009
Recommendations
Convergence of probability measures (60B10) Probability distributions: general theory (60E05) Measures of association (correlation, canonical correlation, etc.) (62H20) Classification of real functions; Baire classification of sets and functions (26A21)
Cites Work
- Dependence modeling with copulas
- On a strong metric on the space of copulas and its induced dependence measure
- Strong approximation of copulas
- Simulating copulas. Stochastic models, sampling algorithms and applications. With contributions by Claudia Czado, Elke Korn, Ralf Korn and Jakob Stöber
- Title not available (Why is that?)
- Title not available (Why is that?)
- An introduction to copulas.
- Shuffles of copulas
- Copulas with fractal supports
- On the empirical multilinear copula process for count data
- Some approximations of \(n\)-copulas
- An overview of the goodness-of-fit test problem for copulas
- Problems on associative functions
- Title not available (Why is that?)
- Title not available (Why is that?)
- Copula theory and its applications. Proceedings of the workshop held in Warsaw, Poland, 25--26 September 2009
- Copulae in mathematical and quantitative finance. Proceedings of the workshop, Cracow, Poland, July 10--11, 2012
- Measure and integration theory. Transl. from the German by Robert B. Burckel
- Mathematical risk analysis. Dependence, risk bounds, optimal allocations and portfolios
- Title not available (Why is that?)
- Approximation of bivariate copulas by patched bivariate Fréchet copulas
- Baire category results for exchangeable copulas
- A remark on credit risk models and copula
- Some results on shuffles of two-dimensional copulas
- Applications of the Baire category theorem
- Resampling: consistency of substitution estimators
- Copulas with continuous, strictly increasing singular conditional distribution functions
- Optimal convergence properties of kernel density estimators without differentiability conditions
- Title not available (Why is that?)
Cited In (8)
- Zero-sets of copulas
- Singular components of shock model copulas
- Connecting copula properties with reliability properties of coherent systems
- On the extension of signature-based representations for coherent systems with dependent non-exchangeable components
- Extensions of subcopulas
- Baire category results for quasi-copulas
- A hitchhiker's guide to quasi-copulas
- Spatially homogeneous copulas
Uses Software
This page was built for publication: A typical copula is singular
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2348433)
