Joint distributions of random sets and their relation to copulas

DOI10.1016/J.IJAR.2015.01.007zbMATH Open1335.60012OpenAlexW1973545455MaRDI QIDQ897752FDOQ897752

Bernhard Schmelzer

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

zbMATH Keywords

copulabelief functionrandom setjoint distributioncapacity functionalChoquet theorem

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites Work

• An introduction to copulas.
• Statistics with vague data
• Theory of Random Sets
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• Upper and Lower Probabilities Induced by a Multivalued Mapping
• Convex analysis and measurable multifunctions
• Measurable relations
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• On random sets and belief functions
• An Introduction to Random Sets
• A Monte Carlo-based method for the estimation of lower and upper probabilities of events using infinite random sets of indexable type
• Approximations of upper and lower probabilities by measurable selections
• Copulae of probability measures on product spaces
• Characterizing joint distributions of random sets by multivariate capacities
• Sklar's theorem for minitive belief functions

Cited In (10)

• Random sets, copulas and related sets of probability measures
• Verified propagation of imprecise probabilities in non-linear ODEs
• The Joint Distribution of the Discrete Random Set Vector and Bivariate Coarsening at Random Models
• Sklar's theorem for minitive belief functions
• Constructing copulas from shock models with imprecise distributions
• Complementary Lipschitz continuity results for the distribution of intersections or unions of independent random sets in finite discrete spaces
• Multivariate capacity functionals vs. capacity functionals on product spaces
• Some multivariate imprecise shock model copulas
• Copulas with given values on the tails
• Cutting levels of the winning probability relation of random variables pairwisely coupled by a same Frank copula

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