On a distribution form of subcopulas

DOI10.1016/J.IJAR.2020.10.007MaRDI QIDQ2658020zbMATH OpenOpenAlexFDO

Authors Santi Tasena

Publication date 18 March 2021

Published in International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ijar.2020.10.007

zbMATH Keywords

Chebyshev distanceLévy distanceSklar's theoremsubcopulauniform convergenceweak convergence

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Topological data analysis (62R40)

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Cites work

• A subcopula based dependence measure.
• Asymptotic Statistics
• Extensions of subcopulas
• scientific article; zbMATH DE number 3644242 (Why is no real title available?)
• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• scientific article; zbMATH DE number 2152891 (Why is no real title available?)
• Inference for copula modeling of discrete data: a cautionary tale and some facts
• Mathematical foundations of infinite-dimensional statistical models
• Metric space of subcopulas
• On a strong metric on the space of copulas and its induced dependence measure
• On large deviations of the empiric D.F. of vector chance variables and a law of the iterated logarithm
• Theory of Random Sets
• Uniform Central Limit Theorems

Cited in

(8)

• A metric space of subcopulas -- an approach via Hausdorff distance
• On metric spaces of subcopulas
• Central limit theorem for subcopulas under the Manhattan distance
• A trivariate Gaussian copula stochastic frontier model with sample selection
• Extensions of subcopulas
• Metric space of subcopulas
• scientific article; zbMATH DE number 7713275 (Why is no real title available?)
• The topological structures of the spaces of copulas and subcopulas

Describes a project that uses

Uses Software

• subcopem2D

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