Invariant dependence structure under univariate truncation
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Publication:2892899
DOI10.1080/02331888.2010.512977zbMath1241.62083OpenAlexW2014420531MaRDI QIDQ2892899
Fabrizio Durante, Piotr Jaworski
Publication date: 25 June 2012
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888.2010.512977
Related Items (25)
On truncation invariant copulas and their estimation ⋮ New families of symmetric/asymmetric copulas ⋮ Covar of families of copulas ⋮ Fuzzy implications based on semicopulas ⋮ On the Characterization of Copulas by Differential Equations ⋮ A Test for Truncation Invariant Dependence ⋮ On the measure induced by copulas that are invariant under univariate truncation ⋮ On copulas with a trapezoid support ⋮ Copula-based conditional tail indices ⋮ Gaussian approximation of conditional elliptical copulas ⋮ Invariant dependence structures and Archimedean copulas ⋮ Unnamed Item ⋮ Some properties of fuzzy implications based on copulas ⋮ Ultramodularity and copulas ⋮ On conditional value at risk (CoVaR) for tail-dependent copulas ⋮ Conditioning of copulas: transformations, invariance and measures of concordance ⋮ A note on Archimax copulas and their representation by means of conic copulas ⋮ Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity ⋮ Right-truncated Archimedean and related copulas ⋮ Evolution of the Dependence of Residual Lifetimes ⋮ On Copulas and Differential Inclusions ⋮ Asymmetric Copulas and Their Application in Design of Experiments ⋮ Truncation invariant copulas and a testing procedure ⋮ On the class of truncation invariant bivariate copulas under constraints ⋮ Univariate conditioning of vine copulas
Uses Software
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