A note on the compatibility of bivariate copulas

DOI10.1080/03610926.2012.677090MaRDI QIDQ5419692zbMATH OpenOpenAlexFDO

Authors Fabrizio Durante, Juan Fernández-Sánchez

Publication date 11 June 2014

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2012.677090

zbMATH Keywords

compatibilitycomplete dependencecopula

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10)

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Cites work

• An introduction to copulas.
• Copula theory and its applications. Proceedings of the workshop held in Warsaw, Poland, 25--26 September 2009
• Correlation and Complete Dependence of Random Variables
• Measure-preserving transformations, copulæ and compatibility
• Multivariate shuffles and approximation of copulas
• On a strong metric on the space of copulas and its induced dependence measure
• Ordinal sums and idempotents of copulas
• Some advances in the study of the compatibility of three bivariate copulas

Cited in

(6)

• A note on bivariate Archimax copulas
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• A recipe for bivariate copulas
• scientific article; zbMATH DE number 2129903 (Why is no real title available?)
• Some advances in the study of the compatibility of three bivariate copulas
• Copula-based measurement error models

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