A typical copula is singular

DOI10.1016/J.JMAA.2015.05.009MaRDI QIDQ2348433zbMATHOpenAlexFDO

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

zbMATH Keywords

copulaBaire categorysingular measureabsolutely continuous measure

Mathematics Subject Classification ID

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)

Recommendations

• Baire category results for exchangeable copulas
• Baire category results for quasi-copulas
• On the singular components of a copula
• Singular components of shock model copulas
• Baire category results for stochastic orders

Cites work

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Cited in

(9)

• Singular components of shock model copulas
• Spatially homogeneous copulas
• Extensions of subcopulas
• Connecting copula properties with reliability properties of coherent systems
• A hitchhiker's guide to quasi-copulas
• Baire category results for exchangeable copulas
• Baire category results for quasi-copulas
• Zero-sets of copulas
• On the extension of signature-based representations for coherent systems with dependent non-exchangeable components

Describes a project that uses

Uses Software

• CopulaModel

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