Shuffles of copulas
From MaRDI portal
Recommendations
- Shuffles of copulas and a new measure of dependence
- Multivariate shuffles and approximation of copulas
- Some results on shuffles of two-dimensional copulas
- On the approximation of copulas via shuffles of Min
- Shuffle of min's random variable approximations of bivariate copulas' realization
- Posets of shuffles
- Maintaining tail dependence in data shuffling using \(t\) copula
- The mechanics of shuffle products and their siblings
- Some properties of double shuffles of bivariate copulas and (extreme) copulas invariant with respect to Lüroth double shuffles
- The shuffle conjecture
Cites work
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- scientific article; zbMATH DE number 3870293 (Why is no real title available?)
- scientific article; zbMATH DE number 3745547 (Why is no real title available?)
- scientific article; zbMATH DE number 3775877 (Why is no real title available?)
- scientific article; zbMATH DE number 1324450 (Why is no real title available?)
- scientific article; zbMATH DE number 218925 (Why is no real title available?)
- scientific article; zbMATH DE number 1928921 (Why is no real title available?)
- scientific article; zbMATH DE number 222634 (Why is no real title available?)
- A scalar product for copulas
- An introduction to copulas.
- Copulas and Markov processes
- Extremes of nonexchangeability
- How non-symmetric can a copula be?
- Lojasiewicz's Support and Doubly Stochastic Measures
- Mass transportation problems. Vol. 1: Theory. Vol. 2: Applications
- Measure-preserving transformations, copulæ and compatibility
- Measures of concordance determined by 𝐷₄-invariant measures on (0,1)²
- Monotone dependence
- Rectangular Patchwork for Bivariate Copulas and Tail Dependence
- Remarks on two product-like constructions for copulas
- Strong approximation of copulas
- Weak mixing for interval exchange transformations and translation flows
Cited in
(37)- A typical copula is singular
- Approximation of bivariate copulas by patched bivariate Fréchet copulas
- Dependence measuring from conditional variances
- Copulas and self-affine functions
- Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity
- Maintaining tail dependence in data shuffling using \(t\) copula
- On a strong metric on the space of copulas and its induced dependence measure
- On the copula correlation ratio and its generalization
- Some members of the class of (quasi-)copulas with given diagonal from the Markov kernel perspective
- Conditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and iterated function systems
- Remarks on two product-like constructions for copulas
- On the singular components of a copula
- Shuffles of copulas and a new measure of dependence
- Copulas and associated fractal sets
- Measure-preserving functions and the independence copula
- A generalization of a copula-based construction of fuzzy implications
- Several algorithms for constructing copulas via \(\ast\)-product decompositions
- Absolutely continuous copulas with given sub-diagonal section
- Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions
- Copulæ: some mathematical aspects
- Sklar's theorem, copula products, and ordering results in factor models
- Some results on homeomorphisms between fractal supports of copulas
- Multivariate copulas with hairpin support
- A nonparametric symmetry test for absolutely continuous bivariate copulas
- Shuffle of min's random variable approximations of bivariate copulas' realization
- Maximal asymmetry of bivariate copulas and consequences to measures of dependence
- Multivariate shuffles and approximation of copulas
- scientific article; zbMATH DE number 222634 (Why is no real title available?)
- Some properties of double shuffles of bivariate copulas and (extreme) copulas invariant with respect to Lüroth double shuffles
- On distributions with fixed marginals maximizing the joint or the prior default probability, estimation, and related results
- Distribution functions, extremal limits and optimal transport
- Some results on shuffles of two-dimensional copulas
- Copulae, self-affine functions, and fractal dimensions
- On the approximation of copulas via shuffles of Min
- Asymmetric copulas and their application in design of experiments
- An extension of Kemperman's characterization on \(k\)-independence and its application
- Copulas related to piecewise monotone functions of the interval and associated processes
This page was built for publication: Shuffles of copulas
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1018701)
