Copulas with fractal supports
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Publication:2567086
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- An introduction to copulas. Properties and applications
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Cited in
(35)- Geometry of discrete copulas
- A note on the copulas invariant with respect to (a,b)-transformation
- Construction of copulas with hairpin support
- Time evolutions of copulas and foreign exchange markets
- Copulae, self-affine functions, and fractal dimensions
- Copulas with continuous, strictly increasing singular conditional distribution functions
- Spatially homogeneous copulas
- Fractal measures with uniform marginals
- A typical copula is singular
- Non-atomic bivariate copulas and implicitly dependent random variables
- On the singular components of a copula
- Copulas and self-affine functions
- Sample d-copula of order m
- Idempotent Copulas with Fractal Support
- Baire category results for quasi-copulas
- Limiting dependence structures for tail events, with applications to credit derivatives
- Some results on homeomorphisms between fractal supports of copulas
- Some results on the convergence of (quasi-) copulas
- Moments and associated measures of copulas with fractal support
- Idempotent and multivariate copulas with fractal support
- A family of singular functions and its relation to harmonic fractal analysis and fuzzy logic
- Estimating checkerboard approximations with sample d-copulas
- Bivariate quasi-copulas and doubly stochastic signed measures
- 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
- Copulas and associated fractal sets
- Measure-preserving functions and the independence copula
- Supports of quasi-copulas
- Joining copulas of extreme implicit dependence copulas
- On bivariate Archimedean copulas with fractal support
- On convergence of topological aggregation functions
- Multivariate Archimedean copulas with fractal support
- Convex lineability in copula and quasi-copula sets
- On a strong metric on the space of copulas and its induced dependence measure
- Conditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and iterated function systems
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