Copula function's concentration set and its concentrated partition

DOI10.4310/SII.2014.V7.N3.A2zbMATH Open1326.60008OpenAlexW2316734032MaRDI QIDQ896412FDOQ896412

Authors: Lujun Li, Yi-Jun Wu, Jingping Yang 

Publication date: 9 December 2015

Published in: Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/sii.2014.v7.n3.a2

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zbMATH Keywords

copula functionconcentration setconcentration measurelocal correlation structure

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Probabilistic measure theory (60A10)

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