Distribution functions of copulas: A class of bivariate probability integral transforms

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Cites work

An introduction to copulas. Properties and applications
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Cited in

(33)

The Fréchet transform
Kendall distribution functions.
Distribution functions of multivariate copulas.
The distribution of the probability mass of biconic copulas
Universal integrals based on copulas
On interactive fuzzy numbers
On the exact region determined by Spearman's footrule and Gini's gamma
Spearman's footrule and Gini's gamma: local bounds for bivariate copulas and the exact region with respect to Blomqvist's beta
Relation between non-exchangeability and measures of concordance of copulas
On the exact regions determined by Kendall's tau and other concordance measures
On order statistics and their copulas
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Distribution functions of copulas
The use of copulas in the study of certain transforms of random variables with applications in finance
scientific article; zbMATH DE number 49905 (Why is no real title available?)
Bivariate Contours of Copula
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A statistical methodology for assessing the maximal strength of tail dependence
On some properties of two vector-valued VaR and CTE multivariate risk measures for Archimedean copulas
On the multivariate probability integral transformation
On the exact region determined by Spearman's rho and Spearman's footrule
A class of bivariate independence copula transformations
Test of bivariate independence based on angular probability integral transform with emphasis on circular-circular and circular-linear data
Multivariate copulas with given values at two arbitrary points
One-dimensional p--p plots and precedence tests for point processes on \({\mathbb R}^d\)
Functions operating on multivariate distribution and survival functions - With applications to classical mean-values and to copulas
Some functionals for copulas
Kendall distribution functions and associative copulas
On the distributional transform, Sklar's theorem, and the empirical copula process
A new algorithm based on copulas for VaR valuation with empirical calculations
Tolerance intervals for quantiles of bivariate risks and risk measurement
On the construction of copulas and quasi-copulas with given diagonal sections

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