Characterization of pre-idempotent copulas

DOI10.1515/DEMO-2023-0106MaRDI QIDQ6143886zbMATH OpenOpenAlexFDO

Authors Wongtawan Chamnan, S. Sumetkijakan

Publication date 24 January 2024

Published in Dependence Modeling (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1515/demo-2023-0106

zbMATH Keywords

factorizable copulasidempotent copulasimplicit dependence copulaspartial isometriespre-idempotent copulas

Mathematics Subject Classification ID

Classes of sets (Borel fields, (sigma)-rings, etc.), measurable sets, Suslin sets, analytic sets (28A05) Positive linear operators and order-bounded operators (47B65) Probabilistic measure theory (60A10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cites work

• A measure of mutual complete dependence
• An introduction to copulas.
• Copulas and Markov processes
• Countably piecewise monotonic surjection implicit dependence copulas
• Factorizable non-atomic copulas
• scientific article; zbMATH DE number 5992126 (Why is no real title available?)
• Markov operators and n-copulas
• Measure-preserving functions and the independence copula
• Non-atomic bivariate copulas and implicitly dependent random variables
• Norms for copulas
• On a strong metric on the space of copulas and its induced dependence measure
• On Cesáro convergence of iterates of the star product of copulas
• Operator theoretic aspects of ergodic theory
• Partial isometries: a survey
• Partial orders on partial isometries
• Patched approximations and their convergence
• Shuffles of copulas and a new measure of dependence
• Some approximations of \(n\)-copulas

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