Measure-preserving transformations, copulæ and compatibility

DOI10.1007/S00009-008-0153-2zbMATH Open1178.62056OpenAlexW1974569154MaRDI QIDQ2390734FDOQ2390734

A. Kolesárová, Radko Mesiar, Carlo Sempi

Publication date: 3 August 2009

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

Full work available at URL: https://doi.org/10.1007/s00009-008-0153-2

Recommendations

• Measure-preserving functions and the independence copula
• Some advances in the study of the compatibility of three bivariate copulas
• A note on the copulas invariant with respect to \((a,b)\)-transformation
• On \((a,b)\)-transformations of conjunctive functions
• A note on the compatibility of bivariate copulas

zbMATH Keywords

\(*\)-operation

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measure-preserving transformations (28D05)

Cited In (30)

• Copulas and associated fractal sets
• Measure-preserving functions and the independence copula
• Maximum asymmetry of copulas revisited
• Title not available (Why is that?)
• Multivariate shuffles and approximation of copulas
• The isomorphism of measure-preserving transformations with isomorphic Cartesian powers is typical
• Copulæ: some mathematical aspects
• Extremal dependence concepts
• Coalescence of circle extensions of measure-preserving transformations
• Copula-based measurement error models
• A Note on the Compatibility of Bivariate Copulas
• Quadratic constructions of copulas
• Idempotent copulæ: ordinal sums and Archimedean copulæ
• Title not available (Why is that?)
• Rearrangements and measure preserving transformations.
• Some Smoothing Properties of the Star Product of Copulas
• Copulas and Self-affine Functions
• On the approximation of copulas via shuffles of Min
• Copulas related to Manneville-Pomeau processes
• Copulas related to piecewise monotone functions of the interval and associated processes
• Construction of copulas with hairpin support
• Several algorithms for constructing copulas via \(\ast\)-product decompositions
• Extremality and factorizability of Markov operators
• Some advances in the study of the compatibility of three bivariate copulas
• Ordering risk bounds in factor models
• Copulae, self-affine functions, and fractal dimensions
• On \((a,b)\)-transformations of conjunctive functions
• The complexity of the collection of measure-distal transformations
• Shuffles of copulas
• Some results on homeomorphisms between fractal supports of copulas

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