Some results on shuffles of two-dimensional copulas
From MaRDI portal
Publication:1926539
DOI10.1016/j.jspi.2012.07.017zbMath1268.62049OpenAlexW2090432412MaRDI QIDQ1926539
Wolfgang Trutschnig, Juan Fernández-Sánchez
Publication date: 28 December 2012
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2012.07.017
Related Items (19)
On the length of copula level curves ⋮ Some results on homeomorphisms between fractal supports of copulas ⋮ Extreme generators of shock induced copulas ⋮ Extreme semilinear copulas ⋮ Some properties of double shuffles of bivariate copulas and (extreme) copulas invariant with respect to Lüroth double shuffles ⋮ Supermodular and directionally convex comparison results for general factor models ⋮ Copulas related to piecewise monotone functions of the interval and associated processes ⋮ Extreme biconic copulas: characterization, properties and extensions to aggregation functions ⋮ Multivariate copulas with hairpin support ⋮ On the singular components of a copula ⋮ Extremal dependence concepts ⋮ Markov product invariance in classes of bivariate copulas characterized by univariate functions ⋮ A note on the copulas invariant with respect to \((a,b)\)-transformation ⋮ Some members of the class of (quasi-)copulas with given diagonal from the Markov kernel perspective ⋮ Asymmetric Copulas and Their Application in Design of Experiments ⋮ Sklar's theorem, copula products, and ordering results in factor models ⋮ On distributions with fixed marginals maximizing the joint or the prior default probability, estimation, and related results ⋮ A typical copula is singular ⋮ Univariate conditioning of vine copulas
This page was built for publication: Some results on shuffles of two-dimensional copulas
