Exchangeable copulas

DOI10.1016/j.fss.2012.11.010zbMath1284.62312MaRDI QIDQ2445414

Roberto Ghiselli Ricci

Publication date: 14 April 2014

Published in: Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.fss.2012.11.010

zbMATH Keywords

quasi-copula; 2-increasing property; semilinear copula; exchangeable copula

Mathematics Subject Classification ID

62H05: Characterization and structure theory for multivariate probability distributions; copulas

62E10: Characterization and structure theory of statistical distributions

60G09: Exchangeability for stochastic processes

Related Items

A differential characterization of the \(d\)-increasingness property, Copulas, uncertainty, and false discovery rate control, Non-exchangeable copulas and multivariate total positivity, On differential properties of copulas

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