Truncation invariant copulas and a testing procedure
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Publication:5222485
DOI10.1080/00949655.2015.1110820OpenAlexW2310789083MaRDI QIDQ5222485FDOQ5222485
Authors: F. Marta L. Di Lascio, Fabrizio Durante, Piotr Jaworski 
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
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Cited In (10)
- A Szekely-Rizzo inequality for testing general copula homogeneity hypotheses
- Truncation invariant dependence structures
- On truncation invariant copulas and their estimation
- Copulas with truncation-invariance property
- On the measure induced by copulas that are invariant under univariate truncation
- On copulas with a trapezoid support
- On the class of truncation invariant bivariate copulas under constraints
- Ordinal sums: from triangular norms to bi- and multivariate copulas
- On the preservation of copula structure under truncation
- Invariant dependence structure under univariate truncation
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