Some Smoothing Properties of the Star Product of Copulas

DOI10.1007/978-3-642-33042-1_38MaRDI QIDQ2805808OpenAlexFDO

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

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

Cited in

(4)

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

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