Idempotent copulæ: ordinal sums and Archimedean copulæ

DOI10.1016/j.jmaa.2016.02.037zbMath1382.60025OpenAlexW2278633265MaRDI QIDQ252937

Carlo Sempi, Angela A. Albanese

Publication date: 4 March 2016

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.2016.02.037

zbMATH Keywords

copulaidempotent\(\ast\)-productArchimedean copulæordinal sums

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Probability distributions: general theory (60E05)

Related Items (4)

Ordinal sums: from triangular norms to bi- and multivariate copulas ⋮ Markov product invariance in classes of bivariate copulas characterized by univariate functions ⋮ Stochastic monotonicity and the Markov product for copulas ⋮ New results on perturbation-based copulas

Cites Work

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• Copulas for Markovian dependence
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• A class of measure preserving transformations
• An introduction to copulas.
• Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
• Copulas and Markov processes
• Measure-preserving transformations, copulæ and compatibility
• Characterizations of Conditional Expectations

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