Copulae of probability measures on product spaces

DOI10.1016/0047-259X(89)90062-6zbMath0698.60016OpenAlexW1970506389MaRDI QIDQ912464

Marco Scarsini

Publication date: 1989

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(89)90062-6

zbMATH Keywords

characterization of the convergence in probabilityconstruction of copulasprobability measures on product spaces

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Probability distributions: general theory (60E05) Convergence of probability measures (60B10)

Related Items (10)

Weak convergence of laws on \(\mathbb R^{K}\) with common marginals ⋮ Joint distributions of random sets and their relation to copulas ⋮ Time evolutions of copulas and foreign exchange markets ⋮ Study of Dependence for Some Stochastic Processes ⋮ Bivariate Survival Models for Coupled Lives ⋮ Sklar's theorem obtained via regularization techniques ⋮ Copulae on products of compact Riemannian manifolds ⋮ Multivariate copulas with hairpin support ⋮ Bounds for functions of multivariate risks ⋮ Multivariate comonotonicity

Cites Work

• On nonparametric measures of dependence for random variables
• Positive dependence orderings
• Strong measures of concordance and convergence in probability
• Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
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