On a strong metric on the space of copulas and its induced dependence measure
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Cited in
(82)- Dependence measuring from conditional variances
- Maximum asymmetry of copulas revisited
- On some properties of reflected maxmin copulas
- Stochastic monotonicity and the Markov product for copulas
- Some members of the class of (quasi-)copulas with given diagonal from the Markov kernel perspective
- Sklar's theorem, copula products, and ordering results in factor models
- Robust quantile estimation under bivariate extreme value models
- On a multivariate copula-based dependence measure and its estimation
- Copulas and self-affine functions
- scientific article; zbMATH DE number 3942106 (Why is no real title available?)
- A Markov product for tail dependence functions
- A link between Kendall's \(\tau\), the length measure and the surface of bivariate copulas, and a consequence to copulas with self-similar support
- Characterization of pre-idempotent copulas
- Copulas with continuous, strictly increasing singular conditional distribution functions
- On bivariate Archimedean copulas with fractal support
- Shuffles of copulas and a new measure of dependence
- The topological structures of the spaces of copulas and subcopulas
- On bivariate lower semilinear copulas and the star product
- scientific article; zbMATH DE number 7713275 (Why is no real title available?)
- Non-atomic bivariate copulas and implicitly dependent random variables
- Global sensitivity analysis: a novel generation of mighty estimators based on rank statistics
- Dependence properties of bivariate copula families
- Measure of complete dependence of random vectors
- Sobolev convergence of empirical Bernstein copulas
- New transformations of aggregation functions based on monotone systems of functions
- Some Smoothing Properties of the Star Product of Copulas
- Measure of asymmetric association for ordinal contingency tables via the bilinear extension copula
- On weak conditional convergence of bivariate Archimedean and extreme value copulas, and consequences to nonparametric estimation
- On the approximation of copulas via shuffles of Min
- On extremal problems for pairs of uniformly distributed sequences and integrals with respect to copula measures
- Quantifying and estimating dependence via sensitivity of conditional distributions
- Univariate conditioning of vine copulas
- Measures of the functional dependence of random vectors
- Markov product invariance in classes of bivariate copulas characterized by univariate functions
- A metric space of subcopulas -- an approach via Hausdorff distance
- Azadkia-Chatterjee's dependence coefficient for infinite dimensional data
- On distributions with fixed marginals maximizing the joint or the prior default probability, estimation, and related results
- qad
- Some properties of double shuffles of bivariate copulas and (extreme) copulas invariant with respect to Lüroth double shuffles
- On the measure induced by copulas that are invariant under univariate truncation
- On Bertino copulas and the Markov product
- On the length of copula level curves
- On Copula-Itô processes
- On convergence and mass distributions of multivariate Archimedean copulas and their interplay with the Williamson transform
- A note on the compatibility of bivariate copulas
- On metric spaces of subcopulas
- On the exact region between Chatterjee's rank correlation and Spearman's footrule
- Measuring multivariate regression association via spatial sign
- Copulas related to piecewise monotone functions of the interval and associated processes
- Ordinal sums: from triangular norms to bi- and multivariate copulas
- Estimating scale-invariant directed dependence of bivariate distributions
- Covar of families of copulas
- Multivariate Archimedean copulas with fractal support
- On convergence and singularity of conditional copulas of multivariate Archimedean copulas, and conditional dependence
- Quantifying directed dependence via dimension reduction
- Supermodular and directionally convex comparison results for general factor models
- Several algorithms for constructing copulas via \(\ast\)-product decompositions
- Extremality of factorizable copulas and implicit dependence copulas
- Rearranged dependence measures
- Maximal asymmetry of bivariate copulas and consequences to measures of dependence
- A concept of copula robustness and its applications in quantitative risk management
- Measuring association with Wasserstein distances
- Multivariate copulas with hairpin support
- Convergence results for patchwork copulas
- Singularity aspects of Archimedean copulas
- Ordering risk bounds in factor models
- A Class of Regression Association Measures based on Concordance
- Revisiting the region determined by Spearman's \(\rho\) and Spearman's footrule \(\phi\)
- On the exact region determined by Spearman's and Blest's measure of rank correlation for bivariate extreme-value copulas
- On the copula correlation ratio and its generalization
- On differentiability and mass distributions of typical bivariate copulas
- Baire category results for exchangeable copulas
- Central limit theorem for subcopulas under the Manhattan distance
- Copulae, self-affine functions, and fractal dimensions
- Copula-based hierarchical clustering for complete dependence
- Spatially homogeneous copulas
- Conditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and iterated function systems
- On convergence of associative copulas and related results
- Some results on homeomorphisms between fractal supports of copulas
- On a distribution form of subcopulas
- Idempotent and multivariate copulas with fractal support
- A typical copula is singular
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