Multivariate shuffles and approximation of copulas

DOI10.1016/J.SPL.2010.08.008zbMATH Open1202.62067OpenAlexW1974263342MaRDI QIDQ613171FDOQ613171

Juan Fernández-Sánchez, Fabrizio Durante

Publication date: 20 December 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.08.008

zbMATH Keywords

copulaordinal sumshuffles of Min\(d\)-fold stochastic measure

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cited In (16)

• Maximal non-exchangeability in dimension \(d\)
• On order statistics and Kendall's tau
• On a multivariate copula-based dependence measure and its estimation
• How simplifying and flexible is the simplifying assumption in pair-copula constructions -- analytic answers in dimension three and a glimpse beyond
• Characterizations of copulas attaining the bounds of multivariate Kendall's tau
• On the lower bound of Spearman's footrule
• New copulas based on general partitions-of-unity and their applications to risk management. II.
• A Note on the Compatibility of Bivariate Copulas
• Shuffle of min’s random variable approximations of bivariate copulas’ realization
• On minimal copulas under the concordance order
• An extension of Kemperman's characterization on \(k\)-independence and its application
• On the approximation of copulas via shuffles of Min
• Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity
• Conditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and iterated function systems
• Shuffles of copulas
• Sample \(d\)-copula of order \(m\)

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