Moments and associated measures of copulas with fractal support

DOI10.1016/j.amc.2012.02.025zbMath1416.60026OpenAlexW2037479896MaRDI QIDQ440759

Manuel Díaz-Carrillo, Antonio Salmerón, Enrique de Amo, Juan Fernández-Sánchez

Publication date: 19 August 2012

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10835/4892

zbMATH Keywords

copulamomentdistribution function

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

Related Items (6)

Some results on homeomorphisms between fractal supports of copulas ⋮ Harmonic analysis on the Sierpiński gasket and singular functions ⋮ The distribution of the probability mass of biconic copulas ⋮ Copulas with continuous, strictly increasing singular conditional distribution functions ⋮ Copulas and Self-affine Functions ⋮ Fractal measures with uniform marginals

Cites Work

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• A note on the moments of the Riesz-Nágy-Takács distribution
• The moments of the Cantor distribution
• Asymptotics for the moments of singular distributions
• Space-filling curves
• Copulas with fractal supports
• The Hausdorff Dimension of the Graphs of Continuous Self-Affine Functions
• The Hausdorff dimension of Hilbert's coordinate functions

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