Some results on homeomorphisms between fractal supports of copulas

DOI10.1016/J.NA.2013.02.027MaRDI QIDQ387133zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

fractalssymbolic dynamical systemdoubly stochastic measuresHausdorff dimensions

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Graphical methods in statistics (62A09)

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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

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