On metric spaces of subcopulas

DOI10.1016/j.fss.2020.03.021zbMath1467.62080OpenAlexW3014719411MaRDI QIDQ2049230

Santi Tasena

Publication date: 24 August 2021

Published in: Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.fss.2020.03.021

zbMATH Keywords

copuladistancesubcopulaempirical subcopula

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (2)

Unnamed Item ⋮ Central limit theorem for subcopulas under the Manhattan distance

Uses Software

• subcopem2D

Cites Work

• Unnamed Item
• On a strong metric on the space of copulas and its induced dependence measure
• Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
• Some approximations of \(n\)-copulas
• A multivariate version of Hoeffding's phi-square
• Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing
• Conditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and iterated function systems
• Inference for copula modeling of discrete data: a cautionary tale and some facts
• Multivariate concordance
• Norms for copulas
• A metric space of subcopulas -- an approach via Hausdorff distance
• Maximal coupling of empirical copulas for discrete vectors
• Extensions of subcopulas
• Multivariate measures of concordance
• On large deviations of the empiric D.F. of vector chance variables and a law of the iterated logarithm
• A subcopula based dependence measure
• Theory of Random Sets

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