scientific article; zbMATH DE number 222634
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Publication:5285634
zbMATH Open0768.60017MaRDI QIDQ5285634FDOQ5285634
Authors: Piotr Mikusiński, Howard Sherwood, Michael Taylor 
Publication date: 29 June 1993
Full work available at URL: https://eudml.org/doc/39282
Title of this publication is not available (Why is that?)
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Cited In (56)
- Dependence measuring from conditional variances
- Maximal non-exchangeability in dimension \(d\)
- Copulas and associated fractal sets
- Measure-preserving functions and the independence copula
- Multivariate shuffles and approximation of copulas
- A class of copulas with piecewise linear horizontal sections
- Extreme biconic copulas: characterization, properties and extensions to aggregation functions
- Best-possible bounds on the set of copulas with given degree of non-exchangeability
- On some construction methods for 1-Lipschitz aggregation functions
- Bounds on integrals with respect to multivariate copulas
- My introduction to copulas. An interview with Roger Nelsen
- Directional dependence in multivariate distributions
- Shuffles of copulas and a new measure of dependence
- Title not available (Why is that?)
- A measure of mutual complete dependence
- Extremal dependence concepts
- Superefficient estimation of the marginals by exploiting knowledge on the copula
- Local Kendall's tau
- Non-atomic bivariate copulas and implicitly dependent random variables
- Bivariate quadratic copula constructions
- Copulas with fractal supports
- Idempotent copulæ: ordinal sums and Archimedean copulæ
- Some results on shuffles of two-dimensional copulas
- Copula-based measurement of interdependence for discrete distributions
- On the construction of copulas and quasi-copulas with given diagonal sections
- Polynomial copula transformations
- Distribution functions, extremal limits and optimal transport
- On the approximation of copulas via shuffles of Min
- Distribution functions of copulas: A class of bivariate probability integral transforms
- Extreme semilinear copulas
- Some properties of double shuffles of bivariate copulas and (extreme) copulas invariant with respect to Lüroth double shuffles
- On distributions with fixed marginals maximizing the joint or the prior default probability, estimation, and related results
- Approximation by mutually completely dependent processes
- Extreme generators of shock induced copulas
- Maintaining tail dependence in data shuffling using \(t\) copula
- Rearranged dependence measures
- Approximation of bivariate copulas by patched bivariate Fréchet copulas
- The Hellinger Correlation
- Remarks on two product-like constructions for copulas
- Shuffle of min's random variable approximations of bivariate copulas' realization
- Kendall distribution functions and associative copulas
- Ordering risk bounds in factor models
- On the copula correlation ratio and its generalization
- On the exact regions determined by Kendall's tau and other concordance measures
- Copulae, self-affine functions, and fractal dimensions
- A scalar product for copulas
- Shuffles of copulas
- Strong approximation of copulas
- A multivariate version of Hoeffding's phi-square
- Bounds for optimal stopping values of dependent random variables with given marginals
- Title not available (Why is that?)
- Algorithms for finding copulas minimizing convex functions of sums
- A typical copula is singular
- On the exact region determined by Spearman's rho and Spearman's footrule
- Best-possible bounds on the set of copulas with a given value of Spearman's footrule
- Revisiting the region determined by Spearman's \(\rho\) and Spearman's footrule \(\phi\)
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