Singularity aspects of Archimedean copulas
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Cites work
- scientific article; zbMATH DE number 3222151 (Why is no real title available?)
- scientific article; zbMATH DE number 3238722 (Why is no real title available?)
- A generalization of the Archimedean class of bivariate copulas
- A singular function with a non-zero finite derivative
- A user's guide to measure theoretic probability
- Advanced analysis on the real line
- An introduction to copulas.
- Convergence of Archimedean copulas
- Copulas with continuous, strictly increasing singular conditional distribution functions
- Copulæ: some mathematical aspects
- Decompositions of Substochastic Transition Functions
- Foundations of Modern Probability
- Idempotent and multivariate copulas with fractal support
- Measure and integration theory
- Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
- On a strong metric on the space of copulas and its induced dependence measure
- On differential properties of copulas
- Probability theory. A comprehensive course.
- Sampling from hierarchical Kendall copulas
Cited in
(13)- On some properties of reflected maxmin copulas
- Some members of the class of (quasi-)copulas with given diagonal from the Markov kernel perspective
- Copulas with continuous, strictly increasing singular conditional distribution functions
- On the singular components of a copula
- On weak conditional convergence of bivariate Archimedean and extreme value copulas, and consequences to nonparametric estimation
- Markov product invariance in classes of bivariate copulas characterized by univariate functions
- Dependent censoring with simultaneous death times based on the generalized Marshall-Olkin model
- On convergence and mass distributions of multivariate Archimedean copulas and their interplay with the Williamson transform
- On convergence and singularity of conditional copulas of multivariate Archimedean copulas, and conditional dependence
- Copula-based Markov process
- Mass distributions of two-dimensional extreme-value copulas and related results
- On convergence of associative copulas and related results
- Total positivity of copulas from a Markov kernel perspective
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