Conditioning of copulas: transformations, invariance and measures of concordance
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Publication:1754603
DOI10.1016/j.jmaa.2018.02.014zbMath1396.60019OpenAlexW2792115097MaRDI QIDQ1754603
Publication date: 31 May 2018
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2018.02.014
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)
Related Items
On minimal copulas under the concordance order, On the class of truncation invariant bivariate copulas under constraints
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