Some Integration-by-Parts Formulas Involving 2-Copulas

DOI10.1007/978-94-017-0061-0_16MaRDI QIDQ5386482zbMATH OpenOpenAlexFDO

Authors Xin Li, Piotr Mikusiński, Michael Taylor

Publication date 14 May 2008

Published in Distributions With Given Marginals and Statistical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-94-017-0061-0_16

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cited in

(6)

• On the class of truncation invariant bivariate copulas under constraints
• Bias in rank correlation under mixture models
• A biconvex form for copulas
• Copulas Constructed from Horizontal Sections
• A few generalizations of Kendall's tau. I: Construction
• Copula-based measures and tests for conditional asymmetry

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