Total positivity of copulas from a Markov kernel perspective
From MaRDI portal
Cites work
- A copula-based non-parametric measure of regression dependence
- A new coefficient of correlation
- A nonparametric estimation procedure for bivariate extreme value copulas
- An introduction to copulas.
- Archimedean copulae and positive dependence
- Bivariate extreme value theory: Models and estimation
- Concepts de dépendance et ordres stochastiques pour des lois bidimensionnelles
- Convex functions and their applications. A contemporary approach
- Dependence for Archimedean copulas and aging properties of their generating functions
- Dependence modeling with copulas
- Estimating scale-invariant directed dependence of bivariate distributions
- How simplifying and flexible is the simplifying assumption in pair-copula constructions -- analytic answers in dimension three and a glimpse beyond
- scientific article; zbMATH DE number 1713116 (Why is no real title available?)
- scientific article; zbMATH DE number 3820920 (Why is no real title available?)
- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
- Hutchinson -- Lai's conjecture for bivariate extreme value copulas.
- Inequalities: theory of majorization and its applications
- Limit theory for multivariate sample extremes
- Mass distributions of two-dimensional extreme-value copulas and related results
- Nonparametric estimation of an extreme-value copula in arbitrary dimensions
- On the relationship between Spearman's rho and Kendall's tau for pairs of continuous random variables
- On weak conditional convergence of bivariate Archimedean and extreme value copulas, and consequences to nonparametric estimation
- Principles of copula theory
- Propriétés statistiques des copules de valeurs extrêmes bidimensionnelles
- Rank-based inference for bivariate extreme-value copulas
- Singularity aspects of Archimedean copulas
- Some Concepts of Dependence
- Spearman's ρ is larger than kendall's τ for positively dependent random variables
- Stochastic monotonicity and the Markov product for copulas
- Structure de dépendance des lois de valeurs extrêmes bivariées
- Wahrscheinlichkeitstheorie
Cited in
(9)- A novel positive dependence property and its impact on a popular class of concordance measures
- Quantifying directed dependence via dimension reduction
- Total positivity of copulas from a Markov kernel perspective
- Dependence properties of bivariate copula families
- On exact regions between measures of concordance and Chatterjee's rank correlation for lower semilinear copulas
- The average rectangular volume induced by supermodular aggregation functions
- On bivariate lower semilinear copulas and the star product
- On the minimum information checkerboard copula under fixed Kendall's
- Ordering of extreme order statistics among q-Weibull random variables
This page was built for publication: Total positivity of copulas from a Markov kernel perspective
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2084845)