scientific article; zbMATH DE number 5274682

zbMath1137.62336MaRDI QIDQ5386469

Holly Carley, Michael D. Taylor

Publication date: 14 May 2008

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

Related Items (20)

Flipping of multivariate aggregation functions ⋮ Convergence results for patchwork copulas ⋮ A topological proof of Sklar's theorem in arbitrary dimensions ⋮ Extensions of subcopulas ⋮ Some approximations of \(n\)-copulas ⋮ Ordinal sums: from triangular norms to bi- and multivariate copulas ⋮ Characterization of all copulas associated with non-continuous random variables ⋮ Sklar's theorem obtained via regularization techniques ⋮ The empirical beta copula ⋮ Shuffle of min’s random variable approximations of bivariate copulas’ realization ⋮ Measures of concordance determined by 𝐷₄-invariant measures on (0,1)² ⋮ Bounds on Capital Requirements For Bivariate Risk with Given Marginals and Partial Information on the Dependence ⋮ Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity ⋮ Subsampling (weighted smooth) empirical copula processes ⋮ Nonparametric estimation of copula-based measures of multivariate association from contingency tables ⋮ COMPATIBILITY AND ATTAINABILITY OF MATRICES OF CORRELATION-BASED MEASURES OF CONCORDANCE ⋮ A Compendium of Copulas ⋮ The Biased Transformation and Its Application in Goodness-of-Fit Tests for the Beta and Gamma Distribution ⋮ A topological proof of Sklar's theorem ⋮ How to Prove Sklar’s Theorem

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