Distribution functions of copulas: A class of bivariate probability integral transforms
From MaRDI portal
Publication:5953980
DOI10.1016/S0167-7152(01)00060-8zbMath0992.60020MaRDI QIDQ5953980
José Antonio Rodríguez-Lallena, José Juan Quesada-Molina, Manuel Úbeda-Flores, Roger B. Nelsen
Publication date: 3 July 2002
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
copulas; distribution functions; dependence orderings; measures of association; probability integral transform
62H05: Characterization and structure theory for multivariate probability distributions; copulas
60E05: Probability distributions: general theory
Related Items
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, One-dimensional p--p plots and precedence tests for point processes on \({\mathbb R}^d\), Kendall distribution functions and associative copulas, 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, Kendall distribution functions., Distribution functions of multivariate copulas., On interactive fuzzy numbers, 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, Unnamed Item
Cites Work