Conditional expectations and idempotent copulæ

zbMATH Open1142.62355MaRDI QIDQ5386489FDOQ5386489

Authors: Carlo Sempi 

Publication date: 14 May 2008

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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)

Cited In (5)

• Title not available (Why is that?)
• 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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