Some functionals for copulas

DOI10.1155/S0161171291000042MaRDI QIDQ808582zbMATH OpenOpenAlexFDO

Authors Claudi Alsina, A. Damas, J. J. Quesada

Publication date 1991

Published in International Journal of Mathematics and Mathematical Sciences (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/46618

zbMATH Keywords

dependencefixed pointsjoint distribution functionfunctionalsconnecting copulan-copulasN-increasing functions

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cited in

(13)

• Solution to an open problem about a transformation on the space of copulas
• A functional for copulas and quasi-copulas
• scientific article; zbMATH DE number 7407395 (Why is no real title available?)
• Multivariate capacity functionals vs. capacity functionals on product spaces
• Constructing copula functions with weighted geometric means
• Universal integrals based on copulas
• On an interaction function for copulas
• Joint distributions of random sets and their relation to copulas
• Sklar's theorem for minitive belief functions
• Distribution functions of copulas: A class of bivariate probability integral transforms
• Utility Copula Functions Matching All Boundary Assessments
• Copulas related to piecewise monotone functions of the interval and associated processes
• On differential properties of copulas

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