Extensions of subcopulas
DOI10.1016/J.JMAA.2017.02.061zbMATH Open1373.60037OpenAlexW2594493653MaRDI QIDQ2400638FDOQ2400638
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
Recommendations
Convergence of probability measures (60B10) Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Cites Work
- Weak convergence of empirical copula processes
- Simulating copulas. Stochastic models, sampling algorithms and applications. With contributions by Claudia Czado, Elke Korn, Ralf Korn and Jakob Stöber
- Principles of copula theory
- A Primer on Copulas for Count Data
- An introduction to copulas.
- Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing
- On the distributional transform, Sklar's theorem, and the empirical copula process
- Convergence results for patchwork copulas
- On the empirical multilinear copula process for count data
- Title not available (Why is that?)
- The empirical beta copula
- Conditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and iterated function systems
- On rank correlation measures for non-continuous random variables
- Operations on distribution functions not derivable from operations on random variables
- Title not available (Why is that?)
- Sklar's theorem obtained via regularization techniques
- Discrete quasi-copulas
- Characterization of all copulas associated with non-continuous random variables
- A new proof of Sklar's theorem
- Sklar's theorem derived using probabilistic continuation and two consistency results
- A typical copula is singular
- Concordance measures for multivariate non-continuous random vectors
- Title not available (Why is that?)
- Title not available (Why is that?)
- Some results on the convergence of (quasi-) copulas
- MAXIMUM AND MINIMUM EXTENSIONS OF FINITE SUBCOPULAS
- An overview of nonparametric tests of extreme-value dependence and of some related statistical procedures
- A measure of mutual complete dependence in discrete variables through subcopula
- Some copula inference procedures adapted to the presence of ties
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
- Title not available (Why is that?)
- 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
This page was built for publication: Extensions of subcopulas
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2400638)
