Some Smoothing Properties of the Star Product of Copulas

DOI10.1007/978-3-642-33042-1_38OpenAlexW2128801812MaRDI QIDQ2805808

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)

Related Items

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

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