New results on perturbation-based copulas
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Publication:2063752
DOI10.1515/demo-2021-0116OpenAlexW3209415793MaRDI QIDQ2063752
Anna Kolesárová, Erich Peter Klement, Radko Mesiar, Susanne Saminger-Platz, Adam Šeliga
Publication date: 3 January 2022
Published in: Dependence Modeling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/demo-2021-0116
Measures of association (correlation, canonical correlation, etc.) (62H20) Point estimation (62F10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Related Items (2)
Parameterized transformations and truncation: when is the result a copula? ⋮ Ordinal sums: from triangular norms to bi- and multivariate copulas
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