Some Smoothing Properties of the Star Product of Copulas

DOI10.1007/978-3-642-33042-1_38OpenAlexW2128801812MaRDI QIDQ2805808FDOQ2805808

Authors: Wolfgang Trutschnig 

Publication date: 13 May 2016

Published in: Synergies of Soft Computing and Statistics for Intelligent Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-33042-1_38

zbMATH Keywords

copulastar product

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• On a strong metric on the space of copulas and its induced dependence measure
• An introduction to copulas.
• Copulas and Markov processes
• Foundations of Modern Probability
• A Useful Convergence Theorem for Probability Distributions
• Measure-preserving transformations, copulæ and compatibility
• Copulæ: some mathematical aspects
• Measure-preserving functions and the independence copula
• Remarks on two product-like constructions for copulas

Cited In (4)

• A Markov product for tail dependence functions
• Markov product invariance in classes of bivariate copulas characterized by univariate functions
• Maximal asymmetry of bivariate copulas and consequences to measures of dependence
• Copula-based Markov process

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