Random noise and perturbation of copulas

DOI10.14736/kyb-2019-2-0422zbMath1488.62070OpenAlexW2953523609MaRDI QIDQ5206517

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

zbMATH Keywords

copulanoiserandom vectorperturbation of copula

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

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Cites Work

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• Convolution copula econometrics
• Sum of arbitrarily dependent random variables
• An introduction to copulas.
• Probabilistic arithmetic. I: Numerical methods for calculating convolutions and dependency bounds
• On the distribution of sums of random variables with copula-induced dependence
• Principles of Copula Theory

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