Some results on homeomorphisms between fractal supports of copulas
DOI10.1016/J.NA.2013.02.027zbMATH Open1283.62109OpenAlexW2038060831MaRDI QIDQ387133FDOQ387133
Authors: Enrique de Amo, Manuel Díaz Carrillo, Juan Fernández-Sánchez, Wolfgang Trutschnig
Publication date: 19 December 2013
Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.na.2013.02.027
Recommendations
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Graphical methods in statistics (62A09)
Cites Work
- On a strong metric on the space of copulas and its induced dependence measure
- Title not available (Why is that?)
- An introduction to copulas.
- Shuffles of copulas
- Copulas and Markov processes
- Copulas with fractal supports
- Real Analysis and Probability
- Title not available (Why is that?)
- Measure-preserving transformations, copulæ and compatibility
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Copula theory and its applications. Proceedings of the workshop held in Warsaw, Poland, 25--26 September 2009
- Title not available (Why is that?)
- Limiting dependence structures for tail events, with applications to credit derivatives
- On the sum of digits of real numbers represented in the dyadic system. (On sets of fractional dimensions II.)
- Characterization of all copulas associated with non-continuous random variables
- THE FRACTIONAL DIMENSION OF A SET DEFINED BY DECIMAL PROPERTIES
- Title not available (Why is that?)
- Fractal-based methods in analysis
- Estimation of a multivariate mode
- Some results on shuffles of two-dimensional copulas
- Copulæ: some mathematical aspects
- Moments and associated measures of copulas with fractal support
- Idempotent and multivariate copulas with fractal support
- Copulas and associated fractal sets
- Measure-preserving functions and the independence copula
Cited In (6)
- Copulas with continuous, strictly increasing singular conditional distribution functions
- Idempotent Copulas with Fractal Support
- A note on the copulas invariant with respect to \((a,b)\)-transformation
- Copulae, self-affine functions, and fractal dimensions
- Moments and associated measures of copulas with fractal support
- Idempotent and multivariate copulas with fractal support
This page was built for publication: Some results on homeomorphisms between fractal supports of copulas
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q387133)