Some results on homeomorphisms between fractal supports of copulas
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Publication:387133
DOI10.1016/j.na.2013.02.027zbMath1283.62109OpenAlexW2038060831MaRDI QIDQ387133
Juan Fernández-Sánchez, Wolfgang Trutschnig, Enrique de Amo, Manuel Díaz-Carrillo
Publication date: 19 December 2013
Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.na.2013.02.027
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Graphical methods in statistics (62A09)
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Copulae, self-affine functions, and fractal dimensions, Copulas with continuous, strictly increasing singular conditional distribution functions, A note on the copulas invariant with respect to \((a,b)\)-transformation
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