Statistical aspects of associativity for copulas

MaRDI QIDQ3562984zbMATH OpenFDO

Authors José M. González-Barrios

Publication date 28 May 2010

Full work available at URL https://eudml.org/doc/37714, http://www.kybernetika.cz/content/2010/1/149

zbMATH Keywords

associativitydiscrete copulasindependencepermutations

Mathematics Subject Classification ID

Combinatorial probability (60C05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20)

Recommendations

• Symmetries of random discrete copulas
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Cites work

• An introduction to copulas.
• Associative functions. Triangular norms and copulas
• Extremes of nonexchangeability
• How non-symmetric can a copula be?
• scientific article; zbMATH DE number 3870293 (Why is no real title available?)
• scientific article; zbMATH DE number 4088731 (Why is no real title available?)
• scientific article; zbMATH DE number 3656971 (Why is no real title available?)
• scientific article; zbMATH DE number 2174307 (Why is no real title available?)
• Matrix representation of discrete quasi-copulas
• On the convex combination of left-continuous t-norms
• On the geometry of associativity.
• Quasi-copulas and copulas on a discrete scale
• Symmetries of random discrete copulas
• Triangular norms

Cited in

(6)

• On associative copulas uniformly close
• scientific article; zbMATH DE number 5872861 (Why is no real title available?)
• Symmetries of random discrete copulas
• Copulas, Characterization, Correlation, and Counterexamples
• scientific article; zbMATH DE number 7640335 (Why is no real title available?)
• Partial and average copulas and association measures

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