A note on the notion of singular copula

DOI10.1016/J.FSS.2012.04.005MaRDI QIDQ691718zbMATH OpenOpenAlexFDO

Authors Fabrizio Durante, Carlo Sempi, Juan Fernández-Sánchez

Publication date 4 December 2012

Published in Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.fss.2012.04.005

zbMATH Keywords

copulasingular distributionsupport of a measure

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cited in

(17)

• The distribution of the probability mass of conic copulas
• The distribution of the probability mass of biconic copulas
• Extreme biconic copulas: characterization, properties and extensions to aggregation functions
• Zero-sets of copulas
• A note on an idempotent transformation of absolutely continuous Archimedean copulas
• Zero-linear copulas
• Singular components of shock model copulas
• Copulas with continuous, strictly increasing singular conditional distribution functions
• Shock models with dependence and asymmetric linkages
• Ortholinear and paralinear semi-copulas
• On the singular components of a copula
• Sample d-copula of order m
• Copulas, diagonals, and tail dependence
• scientific article; zbMATH DE number 5063698 (Why is no real title available?)
• The Hellinger Correlation
• On the measure induced by copulas that are invariant under univariate truncation
• On a family of copulas partially coinciding with the Fréchet-Hoeffding boundaries

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