Characterization of all copulas associated with non-continuous random variables
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Publication:419034
DOI10.1016/j.fss.2011.10.005zbMath1237.62068OpenAlexW2019582152MaRDI QIDQ419034
Manuel Díaz-Carrillo, Enrique de Amo, Juan Fernández-Sánchez
Publication date: 18 May 2012
Published in: Fuzzy Sets and Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.fss.2011.10.005
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Cites Work
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- On the distributional transform, Sklar's theorem, and the empirical copula process
- Unified large-sample theory of general chi-squared statistics for tests of fit
- Rearrangement inequalities for functionals with monotone integrands
- Rectangular Patchwork for Bivariate Copulas and Tail Dependence
- Operations on distribution functions not derivable from operations on random variables
- MAXIMUM AND MINIMUM EXTENSIONS OF FINITE SUBCOPULAS
- Principles of Copula Theory
- Copulas Constructed from Horizontal Sections
- A Primer on Copulas for Count Data
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