Extensions of subcopulas

DOI10.1016/J.JMAA.2017.02.061MaRDI QIDQ2400638zbMATH OpenOpenAlexFDO

Authors Fabrizio Durante, Enrique de Amo, Manuel Díaz Carrillo, Juan Fernández-Sánchez

Publication date 29 August 2017

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.2017.02.061

zbMATH Keywords

copulaHausdorff metricSklar's theoremsubcopulanon-continuous random vectors

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cites work

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Cited in

(14)

• The topological space of Schur-concave copulas is homeomorphic to the Hilbert cube
• The topological structures of the spaces of copulas and subcopulas
• Characterization of all copulas associated with non-continuous random variables
• Extending multivariate sub-quasi-copulas
• A metric space of subcopulas -- an approach via Hausdorff distance
• scientific article; zbMATH DE number 2148639 (Why is no real title available?)
• Dependence structure estimation using copula recursive trees
• On metric spaces of subcopulas
• Metric space of subcopulas
• Central limit theorem for subcopulas under the Manhattan distance
• Conditioning of copulas: transformations, invariance and measures of concordance
• Extending sub-quasi-copulas
• Copulas in Hilbert spaces
• On a distribution form of subcopulas

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