Construction of copulas with hairpin support

DOI10.1007/s00009-021-01803-8zbMath1472.62072OpenAlexW3171542049MaRDI QIDQ2050126

Fernando Chamizo, Juan Fernández-Sánchez, Manuel Úbeda-Flores

Publication date: 30 August 2021

Published in: Mediterranean Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00009-021-01803-8

zbMATH Keywords

copulahairpin1-Lipschitz

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items (1)

Multivariate copulas with given values at two arbitrary points

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Characterization of all copulas associated with non-continuous random variables
• On the relationship between modular functions and copulas
• An introduction to copulas.
• Doubly stochastic measures with hairpin support
• Doubly stochastic measures with mass on the graphs of two functions
• Advanced analysis on the real line
• Multivariate copulas with hairpin support
• Copulae, self-affine functions, and fractal dimensions
• Measure-preserving transformations, copulæ and compatibility
• Doubly stochastic measures with prescribed support
• Minimizing a Submodular Function on a Lattice
• Examples of doubly stochastic measures supported on the graphs of two functions
• Principles of Copula Theory

This page was built for publication: Construction of copulas with hairpin support