An analysis of the Rüschendorf transform -- with a view towards Sklar's theorem
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Publication:906341
DOI10.1515/demo-2015-0008zbMath1406.60023arXiv1312.4997OpenAlexW2209713668MaRDI QIDQ906341
Publication date: 21 January 2016
Published in: Dependence Modeling (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1312.4997
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Foundations of probability theory (60A99) Nondifferentiability (nondifferentiable functions, points of nondifferentiability), discontinuous derivatives (26A27)
Related Items (4)
Ordinal sums: from triangular norms to bi- and multivariate copulas ⋮ Polynomial bivariate copulas of degree five: characterization and some particular inequalities ⋮ New results on perturbation-based copulas ⋮ A Compendium of Copulas
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