Publication:3552469
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zbMath1191.62095MaRDI QIDQ3552469
Pier Luigi Papini, Fabrizio Durante
Publication date: 22 April 2010
Full work available at URL: https://eudml.org/doc/37685
62H20: Measures of association (correlation, canonical correlation, etc.)
62H05: Characterization and structure theory for multivariate probability distributions; copulas
60E05: Probability distributions: general theory
60G09: Exchangeability for stochastic processes
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- An introduction to copulas.
- Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
- 2-increasing binary aggregation operators
- Extremes of nonexchangeability
- On a class of transformations of copulas and quasi-copulas
- Non-exchangeability of negatively dependent random variables
- A weakening of Schur-concavity for copulas
- Intervals of 1-Lipschitz aggregation operators, quasi-copulas, and copulas with given affine section
- Copula and semicopula transforms
- A method to obtain new copulas from a given one
- Rectangular Patchwork for Bivariate Copulas and Tail Dependence
- Spearman's ρ is larger than kendall's τ for positively dependent random variables
- LIPSCHITZ CONTINUITY OF DISCRETE UNIVERSAL INTEGRALS BASED ON COPULAS
- Ultramodular Functions
- Inequalities: theory of majorization and its applications