Some approximations of n-copulas
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Publication:601773
DOI10.1007/S00184-009-0259-YzbMATH Open1197.62050OpenAlexW2062912569MaRDI QIDQ601773FDOQ601773
Authors: Michael Taylor, Piotr Mikusiński 
Publication date: 29 October 2010
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-009-0259-y
Recommendations
Asymptotic distribution theory in statistics (62E20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Approximations to statistical distributions (nonasymptotic) (62E17)
Cites Work
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- A new proof of Sklar's theorem
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- Monotone dependence
- Approximation by mutually completely dependent processes
Cited In (39)
- Maximal non-exchangeability in dimension \(d\)
- Patched approximations and their convergence
- Multivariate shuffles and approximation of copulas
- Sklar's theorem, copula products, and ordering results in factor models
- On a multivariate copula-based dependence measure and its estimation
- Characterization of pre-idempotent copulas
- Bounds on integrals with respect to multivariate copulas
- How simplifying and flexible is the simplifying assumption in pair-copula constructions -- analytic answers in dimension three and a glimpse beyond
- Estimating checkerboard approximations with sample \(d\)-copulas
- The topological structures of the spaces of copulas and subcopulas
- Title not available (Why is that?)
- On weak conditional convergence of bivariate Archimedean and extreme value copulas, and consequences to nonparametric estimation
- An extension of Kemperman's characterization on \(k\)-independence and its application
- Polynomial copula transformations
- On the approximation of copulas via shuffles of Min
- Solution to an open problem about a transformation on the space of copulas
- Estimation of the maximum correlation coefficient using Bernstein copula
- Copulas checker-type approximations: application to quantiles estimation of sums of dependent random variables
- A metric space of subcopulas -- an approach via Hausdorff distance
- On the length of copula level curves
- On the construction of radially symmetric copulas in higher dimensions
- On metric spaces of subcopulas
- Supermodular and directionally convex comparison results for general factor models
- Several algorithms for constructing copulas via \(\ast\)-product decompositions
- Decomposition and graphical correspondence analysis of checkerboard copulas
- On a strong metric on the space of copulas and its induced dependence measure
- Maximal asymmetry of bivariate copulas and consequences to measures of dependence
- Approximation of bivariate copulas by patched bivariate Fréchet copulas
- Shuffle of min's random variable approximations of bivariate copulas' realization
- A characterization of multivariate independence using copulas
- Multivariate copulas with hairpin support
- Ordering risk bounds in factor models
- Convergence results for patchwork copulas
- A copula-based approximation to Markov chains
- Affine rational transformations of copulas and quasi-copulas
- Spatially homogeneous copulas
- Conditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and iterated function systems
- Sample \(d\)-copula of order \(m\)
- A typical copula is singular
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