Joint distributions of random sets and their relation to copulas
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Publication:897752
DOI10.1016/J.IJAR.2015.01.007zbMath1335.60012OpenAlexW1973545455MaRDI QIDQ897752
Publication date: 7 December 2015
Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ijar.2015.01.007
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)
Related Items (8)
Copulas with given values on the tails ⋮ Some multivariate imprecise shock model copulas ⋮ Sklar's theorem for minitive belief functions ⋮ Random sets, copulas and related sets of probability measures ⋮ The Joint Distribution of the Discrete Random Set Vector and Bivariate Coarsening at Random Models ⋮ Complementary Lipschitz continuity results for the distribution of intersections or unions of independent random sets in finite discrete spaces ⋮ Constructing copulas from shock models with imprecise distributions ⋮ Multivariate capacity functionals vs. capacity functionals on product spaces
Cites Work
- An introduction to copulas.
- Sklar's theorem for minitive belief functions
- Copulae of probability measures on product spaces
- A Monte Carlo-based method for the estimation of lower and upper probabilities of events using infinite random sets of indexable type
- Statistics with vague data
- Convex analysis and measurable multifunctions
- On random sets and belief functions
- Approximations of upper and lower probabilities by measurable selections
- Characterizing joint distributions of random sets by multivariate capacities
- Measurable relations
- An Introduction to Random Sets
- Theory of Random Sets
- Upper and Lower Probabilities Induced by a Multivalued Mapping
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