Copula function's concentration set and its concentrated partition

DOI10.4310/SII.2014.V7.N3.A2MaRDI QIDQ896412zbMATH OpenOpenAlexFDO

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

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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