Truncation invariant copulas and a testing procedure
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Publication:5222485
DOI10.1080/00949655.2015.1110820OpenAlexW2310789083MaRDI QIDQ5222485
Piotr Jaworski, Fabrizio Durante, F. Marta L. Di Lascio
Publication date: 1 April 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2015.1110820
Related Items (5)
On truncation invariant copulas and their estimation ⋮ On the measure induced by copulas that are invariant under univariate truncation ⋮ On copulas with a trapezoid support ⋮ Ordinal sums: from triangular norms to bi- and multivariate copulas ⋮ On the class of truncation invariant bivariate copulas under constraints
Uses Software
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