A characterization of multivariate independence using copulas

DOI10.1080/03610926.2021.2017458OpenAlexW4200323597MaRDI QIDQ6170130

Eduardo Gutiérrez-Peña, Raúl Rueda, José María González-Barrios, Unnamed Author

Publication date: 12 July 2023

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

Full work available at URL: https://doi.org/10.1080/03610926.2021.2017458

zbMATH Keywords

dependencecheckerboard approximationsample copula

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Cites Work

• Unnamed Item
• Convergence results for patchwork copulas
• Some approximations of \(n\)-copulas
• An introduction to copulas.
• A short note on the dependence structure of random vectors
• Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity
• Copulas checker-type approximations: Application to quantiles estimation of sums of dependent random variables
• Estimating checkerboard approximations with sample d-copulas

This page was built for publication: A characterization of multivariate independence using copulas