A characterization of multivariate independence using copulas

DOI10.1080/03610926.2021.2017458MaRDI QIDQ6170130zbMATH OpenOpenAlexFDO

Authors José M. González-Barrios, E. Gutiérrez-Peña, Raúl Rueda

Publication date 12 July 2023

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2021.2017458

zbMATH Keywords

checkerboard approximationdependencesample copula

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cites work

• A short note on the dependence structure of random vectors
• An introduction to copulas.
• Convergence results for patchwork copulas
• Copulas checker-type approximations: application to quantiles estimation of sums of dependent random variables
• Estimating checkerboard approximations with sample d-copulas
• Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity
• Sample d-copula of order m
• Some approximations of \(n\)-copulas

Cited in

(3)

• Independence results for multivariate tail dependence coefficients
• Copulas, Characterization, Correlation, and Counterexamples
• scientific article; zbMATH DE number 6193514 (Why is no real title available?)

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