Singularity aspects of Archimedean copulas
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Publication:495155
DOI10.1016/J.JMAA.2015.06.036zbMATH Open1329.62247OpenAlexW807643618MaRDI QIDQ495155FDOQ495155
Authors: Wolfgang Trutschnig, Juan Fernández-Sánchez 
Publication date: 9 September 2015
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2015.06.036
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Cites Work
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- Decompositions of Substochastic Transition Functions
Cited In (10)
- On some properties of reflected maxmin copulas
- On weak conditional convergence of bivariate Archimedean and extreme value copulas, and consequences to nonparametric estimation
- Markov product invariance in classes of bivariate copulas characterized by univariate functions
- Dependent censoring with simultaneous death times based on the generalized Marshall-Olkin model
- On convergence and mass distributions of multivariate Archimedean copulas and their interplay with the Williamson transform
- On convergence and singularity of conditional copulas of multivariate Archimedean copulas, and conditional dependence
- Copula-based Markov process
- Mass distributions of two-dimensional extreme-value copulas and related results
- On convergence of associative copulas and related results
- Total positivity of copulas from a Markov kernel perspective
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