Some approximations of \(n\)-copulas
From MaRDI portal
Publication:601773
DOI10.1007/s00184-009-0259-yzbMath1197.62050OpenAlexW2062912569MaRDI QIDQ601773
Michael D. Taylor, Mikusiński, Piotr
Publication date: 29 October 2010
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-009-0259-y
Asymptotic distribution theory in statistics (62E20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Approximations to statistical distributions (nonasymptotic) (62E17)
Related Items (35)
Estimation of the maximum correlation coefficient using Bernstein copula ⋮ On a multivariate copula-based dependence measure and its estimation ⋮ Convergence results for patchwork copulas ⋮ An extension of Kemperman's characterization on \(k\)-independence and its application ⋮ Copulas checker-type approximations: Application to quantiles estimation of sums of dependent random variables ⋮ On the length of copula level curves ⋮ Maximal asymmetry of bivariate copulas and consequences to measures of dependence ⋮ Estimating checkerboard approximations with sample d-copulas ⋮ Maximal non-exchangeability in dimension \(d\) ⋮ Several algorithms for constructing copulas via \(\ast\)-product decompositions ⋮ Characterization of pre-idempotent copulas ⋮ A characterization of multivariate independence using copulas ⋮ Conditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and iterated function systems ⋮ Supermodular and directionally convex comparison results for general factor models ⋮ Unnamed Item ⋮ On the approximation of copulas via shuffles of Min ⋮ Unnamed Item ⋮ On weak conditional convergence of bivariate Archimedean and extreme value copulas, and consequences to nonparametric estimation ⋮ Shuffle of min’s random variable approximations of bivariate copulas’ realization ⋮ Multivariate copulas with hairpin support ⋮ On a strong metric on the space of copulas and its induced dependence measure ⋮ Unnamed Item ⋮ Bounds on integrals with respect to multivariate copulas ⋮ Ordering risk bounds in factor models ⋮ On the construction of radially symmetric copulas in higher dimensions ⋮ A metric space of subcopulas -- an approach via Hausdorff distance ⋮ How simplifying and flexible is the simplifying assumption in pair-copula constructions -- analytic answers in dimension three and a glimpse beyond ⋮ On metric spaces of subcopulas ⋮ Patched approximations and their convergence ⋮ Spatially homogeneous copulas ⋮ Sklar's theorem, copula products, and ordering results in factor models ⋮ Polynomial copula transformations ⋮ A typical copula is singular ⋮ Solution to an open problem about a transformation on the space of copulas ⋮ A copula-based approximation to Markov chains
Cites Work
This page was built for publication: Some approximations of \(n\)-copulas