Squaring the circle and cubing the sphere: Circular and spherical copulas

DOI10.3390/sym3030574zbMath1360.60046arXiv1101.0145OpenAlexW2018575471WikidataQ42019153 ScholiaQ42019153MaRDI QIDQ527578

Michael D. Perlman, Jon A. Wellner

Publication date: 12 May 2017

Published in: Symmetry (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1101.0145

zbMATH Keywords

spherical symmetryunit diskunit ballelliptical copulamultivariate distributionbivariate distributioncircular copulacircular symmetryspherical copula

Mathematics Subject Classification ID

Distribution theory (60E99)

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Dependence uncertainty bounds for the energy score and the multivariate Gini mean difference ⋮ Perlman and Wellner's circular and transformed circular copulas are particular beta and \(t\) copulas ⋮ \(L_p\)-norm spherical copulas ⋮ On a class of circulas: copulas for circular distributions ⋮ A closed-form universal trivariate pair-copula ⋮ (Machine) learning parameter regions

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