On differential properties of copulas

DOI10.1016/j.fss.2012.11.023zbMath1284.62311OpenAlexW2059200663MaRDI QIDQ2445413

Roberto Ghiselli Ricci

Publication date: 14 April 2014

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

Full work available at URL: https://doi.org/10.1016/j.fss.2012.11.023

zbMATH Keywords

copulaquasi-copulaRademacher's theorem2-increasing property

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 (6)

A differential characterization of the \(d\)-increasingness property ⋮ On universal \(K_C\)-integrals ⋮ A hitchhiker's guide to quasi-copulas ⋮ Singularity aspects of Archimedean copulas ⋮ Copulas with continuous, strictly increasing singular conditional distribution functions ⋮ New transformations of aggregation functions based on monotone systems of functions

Cites Work

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• An introduction to copulas.
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• Copulas and Markov processes
• Strong approximation of copulas
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• On the characterization of a class of binary operations on distribution functions
• Exchangeable copulas
• Intervals of 1-Lipschitz aggregation operators, quasi-copulas, and copulas with given affine section
• A New Characterization of Bivariate Copulas
• COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS

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