Idempotent and multivariate copulas with fractal support
DOI10.1016/J.JSPI.2012.06.012zbMATH Open1348.60020OpenAlexW2064417747MaRDI QIDQ451185FDOQ451185
Authors: Wolfgang Trutschnig, Juan Fernández-Sánchez 
Publication date: 21 September 2012
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2012.06.012
Recommendations
Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Fractals (28A80)
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.
- Copulas and Markov processes
- Copulas with fractal supports
- Title not available (Why is that?)
- Title not available (Why is that?)
- Foundations of Modern Probability
- Real Analysis and Probability
- Theory of Random Sets
- Title not available (Why is that?)
- Conditional expectations and idempotent copulæ
- Copula theory and its applications. Proceedings of the workshop held in Warsaw, Poland, 25--26 September 2009
- Limiting dependence structures for tail events, with applications to credit derivatives
- Measure, topology, and fractal geometry
- Probability theory. A comprehensive course
- An ergodic theorem for iterated maps
- Fractal-based methods in analysis
- Copulæ: some mathematical aspects
- Copulas and associated fractal sets
- Measure-preserving functions and the independence copula
- Some results on the convergence of (quasi-) copulas
- A classical ergodic property for IFS: a simple proof
- Title not available (Why is that?)
- Remarks on two product-like constructions for copulas
- The semigroup of doubly-stochastic matrices
- Title not available (Why is that?)
Cited In (28)
- Title not available (Why is that?)
- Copulas and associated fractal sets
- Maximum asymmetry of copulas revisited
- Factorizable non-atomic copulas
- Copulas and self-affine functions
- A link between Kendall's \(\tau\), the length measure and the surface of bivariate copulas, and a consequence to copulas with self-similar support
- Estimating checkerboard approximations with sample \(d\)-copulas
- Copulas with continuous, strictly increasing singular conditional distribution functions
- Non-atomic bivariate copulas and implicitly dependent random variables
- Supports of quasi-copulas
- Copulas with fractal supports
- Idempotent Copulas with Fractal Support
- Markov product invariance in classes of bivariate copulas characterized by univariate functions
- A note on the copulas invariant with respect to \((a,b)\)-transformation
- Some properties of double shuffles of bivariate copulas and (extreme) copulas invariant with respect to Lüroth double shuffles
- Quantifying directed dependence via dimension reduction
- Several algorithms for constructing copulas via \(\ast\)-product decompositions
- Maximal asymmetry of bivariate copulas and consequences to measures of dependence
- Extremality and factorizability of Markov operators
- Singularity aspects of Archimedean copulas
- Copulae, self-affine functions, and fractal dimensions
- Spatially homogeneous copulas
- Copula-based Markov process
- Mass distributions of two-dimensional extreme-value copulas and related results
- On convergence of associative copulas and related results
- Conditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and iterated function systems
- Sample \(d\)-copula of order \(m\)
- Some results on homeomorphisms between fractal supports of copulas
This page was built for publication: Idempotent and multivariate copulas with fractal support
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q451185)
