Copulas with Truncation-Invariance Property

DOI10.1080/03610920802133301zbMath1318.62164OpenAlexW2157802545MaRDI QIDQ3652791

Amir Ahmadi-Javid

Publication date: 16 December 2009

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920802133301

zbMATH Keywords

lack of memory propertymultivariate copulasnonparametric measures of associationAhmadi-Clayton copulasClayton equationpreservation under truncationtruncation-invariance 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 (11)

Dependence of exchangeable residual lifetimes subject to failure ⋮ Simplified pair copula constructions -- limitations and extensions ⋮ Invariant dependence structures and Archimedean copulas ⋮ Lower and Upper Bounds for Rectangular Probabilities ⋮ Conditioning of copulas: transformations, invariance and measures of concordance ⋮ Bivariate Aging Properties under Archimedean Dependence Structures ⋮ A multivariate IFR notion based on the multivariate dispersive ordering ⋮ Unnamed Item ⋮ A Compendium of Copulas ⋮ Limiting Tail Dependence Copulas ⋮ Multivariate Aging with Archimedean Dependence Structures in High Dimensions

Cites Work

• Unnamed Item
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• On the preservation of copula structure under truncation

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