A Decomposition of Copulas and Its Use

DOI10.1080/03610920500257238zbMATH Open1076.62055OpenAlexW2070245949MaRDI QIDQ5712003

Author name not available (Why is that?)

Publication date: 22 December 2005

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

Full work available at URL: https://doi.org/10.1080/03610920500257238

zbMATH Keywords

copulaspermutation matrixdoubly stochastic matrixprior probabilityBirkhoff\,-\,von Neumann theoremdiscretized copulasGini's measure

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

Cites Work

• Partial orders on permutations and dependence orderings on bivariate empirical distributions
• Inequalities for distributions with given marginals
• Some new partial orderings on \(S_ n\) and \(S_ n \times{}S_ n\)
• Metrics on permutations useful for positive dependence
• Some Properties and Applications of Doubly Stochastic Matrices

Related Items (2)

Mixture decomposition of distributions by copulas in the symbolic data analysis framework ⋮ Copulas Constructed from Horizontal Sections

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