Some advances in the study of the compatibility of three bivariate copulas

DOI10.1007/BF02589026zbMath1446.62134OpenAlexW1999502436MaRDI QIDQ3598315

José Antonio Rodríguez-Lallena, José Juan Quesada-Molina

Publication date: 3 February 2009

Published in: Journal of the Italian Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02589026

zbMATH Keywords

copulacompatibilitydirect compatibility

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (7)

Best-Possible Bounds on Sets of Multivariate Distribution Functions ⋮ Unnamed Item ⋮ An algorithm for constructing high dimensional distributions from distributions of lower dimension ⋮ How close are pairwise and mutual independence? ⋮ A Note on the Compatibility of Bivariate Copulas ⋮ Pairwise and Global Dependence in Trivariate Copula Models ⋮ Invariant dependence structure under univariate truncation: the high-dimensional case

Cites Work

• Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
• Verteilungsfunktionen mit gegebenen Marginalverteilungen
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• Unnamed Item
• Unnamed Item

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