Extensions of subcopulas
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Publication:2400638
DOI10.1016/j.jmaa.2017.02.061zbMath1373.60037OpenAlexW2594493653MaRDI QIDQ2400638
Fabrizio Durante, Manuel Díaz-Carrillo, Juan Fernández-Sánchez, Enrique de Amo
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
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Convergence of probability measures (60B10)
Related Items
On a distribution form of subcopulas, Extending sub-quasi-copulas, Conditioning of copulas: transformations, invariance and measures of concordance, A metric space of subcopulas -- an approach via Hausdorff distance, Dependence structure estimation using copula recursive trees, On metric spaces of subcopulas, Central limit theorem for subcopulas under the Manhattan distance
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