Conditional expectations and idempotent copulæ

MaRDI QIDQ5386489zbMATH OpenFDO

Authors Carlo Sempi

Publication date 14 May 2008

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Foundations and philosophical topics in statistics (62A01) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cited in

(5)

• scientific article; zbMATH DE number 2129906 (Why is no real title available?)
• Characterization of pre-idempotent copulas
• Idempotent copulæ: ordinal sums and Archimedean copulæ
• Ordinal sums: from triangular norms to bi- and multivariate copulas
• Idempotent and multivariate copulas with fractal support

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