scientific article; zbMATH DE number 2152891

MaRDI QIDQ4664483zbMATH OpenFDO

Authors Carlo Sempi

Publication date 5 April 2005

zbMATH Keywords

bilinear interpolationconvergence of copulas

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Limit theorems in probability theory (60F99)

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(16)

• Measures of non-exchangeability for bivariate random vectors
• Some results on the convergence of (quasi-) copulas
• Inference for copula modeling of discrete data: a cautionary tale and some facts
• On weak conditional convergence of bivariate Archimedean and extreme value copulas, and consequences to nonparametric estimation
• Maximal coupling of empirical copulas for discrete vectors
• A note on conjugate distributions for copulas
• A concept of copula robustness and its applications in quantitative risk management
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• A topological proof of Sklar's theorem in arbitrary dimensions
• Convolution copula econometrics
• On the weak convergence of the empirical conditional copula under a simplifying assumption
• A topological proof of Sklar's theorem
• Baire category results for stochastic orders
• Relations between stochastic orderings and generalized stochastic precedence
• On a distribution form of subcopulas

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