On a distribution form of subcopulas

DOI10.1016/j.ijar.2020.10.007zbMath1466.62330OpenAlexW3093933981MaRDI QIDQ2658020

Santi Tasena

Publication date: 18 March 2021

Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ijar.2020.10.007

zbMATH Keywords

weak convergenceuniform convergenceSklar's theoremChebyshev distanceLévy distancesubcopula

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Topological data analysis (62R40)

Related Items (3)

Unnamed Item ⋮ A trivariate Gaussian copula stochastic frontier model with sample selection ⋮ Central limit theorem for subcopulas under the Manhattan distance

Uses Software

• subcopem2D

Cites Work

• On a strong metric on the space of copulas and its induced dependence measure
• Inference for copula modeling of discrete data: a cautionary tale and some facts
• Extensions of subcopulas
• On large deviations of the empiric D.F. of vector chance variables and a law of the iterated logarithm
• Mathematical Foundations of Infinite-Dimensional Statistical Models
• Asymptotic Statistics
• Uniform Central Limit Theorems
• A subcopula based dependence measure
• Theory of Random Sets
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