Measure-preserving functions and the independence copula

DOI10.1007/S00009-010-0073-9MaRDI QIDQ644601zbMATH OpenOpenAlexFDO

Authors Enrique de Amo, Juan Fernández-Sánchez, Manuel Díaz Carrillo

Publication date 4 November 2011

Published in Mediterranean Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00009-010-0073-9

zbMATH Keywords

self-similarityrepresentation systemproduct copula

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measure-preserving transformations (28D05)

Recommendations

• Measure-preserving transformations, copulæ and compatibility
• Copulas and self-affine functions
• Several algorithms for constructing copulas via \(\ast\)-product decompositions
• A class of bivariate independence copula transformations
• Copulae, self-affine functions, and fractal dimensions

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• An introduction to copulas.
• Copulas with fractal supports
• Measure-preserving transformations, copulæ and compatibility
• Remarks on two product-like constructions for copulas
• Shuffles of copulas
• Space-filling curves
• The Hausdorff Dimension of the Graphs of Continuous Self-Affine Functions
• The Hausdorff dimension of Hilbert's coordinate functions

Cited in

(22)

• Copulas and associated fractal sets
• Multivariate shuffles and approximation of copulas
• Singular functions with applications to fractal dimensions and generalized Takagi functions
• Copulas and self-affine functions
• Characterization of pre-idempotent copulas
• Copulas with continuous, strictly increasing singular conditional distribution functions
• Shuffles of copulas and a new measure of dependence
• Essential closures and supports of multivariate copulas
• Measure-preserving transformations, copulæ and compatibility
• Some Smoothing Properties of the Star Product of Copulas
• On the approximation of copulas via shuffles of Min
• Distribution functions, extremal limits and optimal transport
• A note on the copulas invariant with respect to \((a,b)\)-transformation
• Countably piecewise monotonic surjection implicit dependence copulas
• Several algorithms for constructing copulas via \(\ast\)-product decompositions
• Extremality of factorizable copulas and implicit dependence copulas
• Extremality and factorizability of Markov operators
• Copulae, self-affine functions, and fractal dimensions
• Copulas
• Sample \(d\)-copula of order \(m\)
• Some results on homeomorphisms between fractal supports of copulas
• Idempotent and multivariate copulas with fractal support

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