Copulas and self-affine functions

DOI10.1007/978-3-642-39165-1_9MaRDI QIDQ2864236zbMATH OpenOpenAlexFDO

Authors Enrique de Amo, Manuel Díaz Carrillo, Juan Fernández-Sánchez

Publication date 6 December 2013

Published in Aggregation Functions in Theory and in Practise (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-39165-1_9

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Fractals (28A80) Smooth ergodic theory, invariant measures for smooth dynamical systems (37C40) Fuzzy measure theory (28E10)

Recommendations

• Copulae, self-affine functions, and fractal dimensions
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• Copulas with fractal supports
• Measure-preserving functions and the independence copula
• On self-affine functions

Cites work

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• Copulas with fractal supports
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• Measure-preserving transformations, copulæ and compatibility
• Moments and associated measures of copulas with fractal support
• On a strong metric on the space of copulas and its induced dependence measure
• On self-affine functions
• On self-affine functions II
• On the Hausdorff dimension of some fractal sets
• Remarks on two product-like constructions for copulas
• Self-affine curves and sequential machines
• Shuffles of copulas
• The Hausdorff Dimension of the Graphs of Continuous Self-Affine Functions
• The Hausdorff dimension of Hilbert's coordinate functions
• The box dimension of self-affine graphs and repellers

Cited in

(11)

• Measure-preserving functions and the independence copula
• scientific article; zbMATH DE number 7407395 (Why is no real title available?)
• On an interaction function for copulas
• Copulas with fractal supports
• Supports of quasi-copulas
• Dimensions of the coordinate functions of space-filling curves
• On copulas of self-similar Ito processes
• Copulae, self-affine functions, and fractal dimensions
• Some functionals for copulas
• Some results on homeomorphisms between fractal supports of copulas
• Idempotent and multivariate copulas with fractal support

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