Multivariate shuffles and approximation of copulas
From MaRDI portal
Publication:613171
DOI10.1016/J.SPL.2010.08.008zbMATH Open1202.62067OpenAlexW1974263342MaRDI QIDQ613171FDOQ613171
Authors: 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
Recommendations
Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- An introduction to copulas.
- Shuffles of copulas
- Quantitative risk management. Concepts, techniques and tools
- Measure-preserving transformations, copulæ and compatibility
- Ordinal sums and idempotents of copulas
- Title not available (Why is that?)
- Copula theory and its applications. Proceedings of the workshop held in Warsaw, Poland, 25--26 September 2009
- Title not available (Why is that?)
- Shape recognition via Wasserstein distance
- Optimal transportation, topology and uniqueness
- Title not available (Why is that?)
- Measure-preserving functions and the independence copula
- Monotone dependence
- On distributions of order statistics for absolutely continuous copulas with applications to reliability
- Title not available (Why is that?)
- Solution of Some Transportation Problems with Relaxed or Additional Constraints
Cited In (21)
- 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.
- 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
- Some properties of double shuffles of bivariate copulas and (extreme) copulas invariant with respect to Lüroth double shuffles
- A note on the compatibility of bivariate copulas
- Maintaining tail dependence in data shuffling using \(t\) copula
- A constructive proof of the Sklar's theorem on copulas
- Remarks on two product-like constructions for copulas
- Shuffle of min's random variable approximations of bivariate copulas' realization
- Some approximations of \(n\)-copulas
- 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 \(m\)
This page was built for publication: Multivariate shuffles and approximation of copulas
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q613171)
