Random noise and perturbation of copulas.
DOI10.14736/KYB-2019-2-0422zbMATH Open1488.62070OpenAlexW2953523609MaRDI QIDQ5206517FDOQ5206517
Authors: Ayyub Sheikhi, Magda Komorníková, Radko Mesiar 
Publication date: 18 December 2019
Published in: Kybernetika (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10338.dmlcz/147845
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Cites Work
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- Principles of copula theory
- An introduction to copulas.
- Probabilistic arithmetic. I: Numerical methods for calculating convolutions and dependency bounds
- Convolution copula econometrics
- Sum of arbitrarily dependent random variables
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Cited In (10)
- Title not available (Why is that?)
- Copula-based measurement error models
- New results on perturbation-based copulas
- Perturbations of copulas and mixing properties
- The least favorable noise
- Parameterized transformations and truncation: when is the result a copula?
- The impact on the properties of the EFGM copulas when extending this family
- Perturbed Gaussian copula
- A heteroscedasticity diagnostic of a regression analysis with copula dependent random variables
- A comprehensive family of copulas to model bivariate random noise and perturbation
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