Extraction dependence structure of distorted copulas via a measure of dependence
type: Item
instance of: scholarly article
title: Extraction dependence structure of distorted copulas via a measure of dependence
zbMATH Open document ID: 1384.62183
author: Hien Duy Tran
author: Uyen Hoang Pham
author: Sel Ly
author: T. Vo-Duy
published in: Annals of Operations Research
publication date: 2018-02-16T00:00:00Z
Mathematics Subject Classification ID: 62H20
zbMATH DE Number: 6840138
zbMATH Keywords: copulas
zbMATH Keywords: distortion functions
zbMATH Keywords: monotone dependence
zbMATH Keywords: comonotonicity
zbMATH Keywords: countermonotonicity
zbMATH Keywords: measures of dependence
zbMATH Keywords: Sobolev norm
describes a project that uses: copula
MaRDI profile type: Publication
full work available at URL: s10479-017-2487-2
OpenAlex ID: W2603928204
cites work: Copulas and Markov processes
cites work: Distorted Copulas: Constructions and Tail Dependence
cites work: Copula and semicopula transforms
cites work: Monotone dependence
cites work: The Bivariate Normal Copula
cites work: An introduction to copulas.
cites work: On nonparametric measures of dependence for random variables
DOI: 10.1007/S10479-017-2487-2
description: scientific article; zbMATH DE number 6840138