Copulas with fractal supports
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Publication:2567086
DOI10.1016/j.insmatheco.2004.12.004zbMath1098.60018OpenAlexW1983748783MaRDI QIDQ2567086
Roger B. Nelsen, Gregory A. Fredricks, José Antonio Rodríguez-Lallena
Publication date: 29 September 2005
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2004.12.004
Related Items (28)
Baire category results for quasi-copulas ⋮ Estimating checkerboard approximations with sample d-copulas ⋮ Non-atomic bivariate copulas and implicitly dependent random variables ⋮ Some results on homeomorphisms between fractal supports of copulas ⋮ Some properties of double shuffles of bivariate copulas and (extreme) copulas invariant with respect to Lüroth double shuffles ⋮ A link between Kendall's \(\tau\), the length measure and the surface of bivariate copulas, and a consequence to copulas with self-similar support ⋮ Some results on the convergence of (quasi-) copulas ⋮ Conditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and iterated function systems ⋮ Time evolutions of copulas and foreign exchange markets ⋮ Moments and associated measures of copulas with fractal support ⋮ Copulas and associated fractal sets ⋮ Measure-preserving functions and the independence copula ⋮ Idempotent and multivariate copulas with fractal support ⋮ A family of singular functions and its relation to harmonic fractal analysis and fuzzy logic ⋮ Geometry of discrete copulas ⋮ Bivariate quasi-copulas and doubly stochastic signed measures ⋮ Copulae, self-affine functions, and fractal dimensions ⋮ Copulas with continuous, strictly increasing singular conditional distribution functions ⋮ On a strong metric on the space of copulas and its induced dependence measure ⋮ Unnamed Item ⋮ On convergence of topological aggregation functions ⋮ On the singular components of a copula ⋮ A note on the copulas invariant with respect to \((a,b)\)-transformation ⋮ Spatially homogeneous copulas ⋮ Limiting dependence structures for tail events, with applications to credit derivatives ⋮ Copulas and Self-affine Functions ⋮ Fractal measures with uniform marginals ⋮ A typical copula is singular
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