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Copulas with fractal supports

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  • Fredricks, Gregory A.
  • Nelsen, Roger B.
  • Rodriguez-Lallena, Jose Antonio

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  • Fredricks, Gregory A. & Nelsen, Roger B. & Rodriguez-Lallena, Jose Antonio, 2005. "Copulas with fractal supports," Insurance: Mathematics and Economics, Elsevier, vol. 37(1), pages 42-48, August.
    • Handle: RePEc:eee:insuma:v:37:y:2005:i:1:p:42-48
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    Cited by:

    1. Fabrizio Durante & Juan Fernández Sánchez & Wolfgang Trutschnig, 2020. "Spatially homogeneous copulas," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(2), pages 607-626, April.
    2. Sánchez Juan Fernández & Trutschnig Wolfgang, 2023. "A link between Kendall’s τ, the length measure and the surface of bivariate copulas, and a consequence to copulas with self-similar support," Dependence Modeling, De Gruyter, vol. 11(1), pages 1-14, January.
    3. Siburg, Karl Friedrich & Stoimenov, Pavel A., 2007. "Gluing copulas," Technical Reports 2007,31, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    4. Trutschnig, Wolfgang, 2013. "On Cesáro convergence of iterates of the star product of copulas," Statistics & Probability Letters, Elsevier, vol. 83(1), pages 357-365.
    5. Juan Fernández Sánchez & Wolfgang Trutschnig, 2015. "Conditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and Iterated Function Systems," Journal of Theoretical Probability, Springer, vol. 28(4), pages 1311-1336, December.

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