Factorizable non-atomic copulas

DOI10.1016/j.spl.2018.08.005zbMath1412.62061OpenAlexW2887747241MaRDI QIDQ1726737

Tanes Printechapat, Songkiat Sumetkijakan

Publication date: 20 February 2019

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2018.08.005

zbMATH Keywords

copulaMarkov operatornon-atomicfactorizabilityassociated sigma-algebra

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Classes of sets (Borel fields, (sigma)-rings, etc.), measurable sets, Suslin sets, analytic sets (28A05) Probabilistic measure theory (60A10) Positive linear operators and order-bounded operators (47B65)

Related Items (2)

Characterization of pre-idempotent copulas ⋮ Extremality and factorizability of Markov operators

Cites Work

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• Idempotent and multivariate copulas with fractal support
• An introduction to copulas.
• Copulas and Markov processes
• Approximation of bivariate copulas by patched bivariate Fréchet copulas
• Non-atomic bivariate copulas and implicitly dependent random variables
• Patched approximations and their convergence
• Idempotent Copulas with Fractal Support

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