Multivariate shuffles and approximation of copulas

DOI10.1016/j.spl.2010.08.008zbMath1202.62067OpenAlexW1974263342MaRDI QIDQ613171

Fabrizio Durante, Juan Fernández-Sánchez

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

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

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Cites Work

• Ordinal sums and idempotents of copulas
• Measure-preserving functions and the independence copula
• An introduction to copulas.
• Copula theory and its applications. Proceedings of the workshop held in Warsaw, Poland, 25--26 September 2009
• Shuffles of copulas
• Monotone dependence
• Measure-preserving transformations, copulæ and compatibility
• Optimal transportation, topology and uniqueness
• Solution of Some Transportation Problems with Relaxed or Additional Constraints
• Shape recognition via Wasserstein distance
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