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Some approximations of n-copulas

Author

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  • Piotr Mikusiński
  • Michael Taylor

Abstract

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Suggested Citation

  • Piotr Mikusiński & Michael Taylor, 2010. "Some approximations of n-copulas," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 72(3), pages 385-414, November.
    • Handle: RePEc:spr:metrik:v:72:y:2010:i:3:p:385-414
    DOI: 10.1007/s00184-009-0259-y
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    Citations

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    Cited by:

    1. Ansari Jonathan & Rüschendorf Ludger, 2021. "Sklar’s theorem, copula products, and ordering results in factor models," Dependence Modeling, De Gruyter, vol. 9(1), pages 267-306, January.
    2. Ansari Jonathan & Rüschendorf Ludger, 2018. "Ordering risk bounds in factor models," Dependence Modeling, De Gruyter, vol. 6(1), pages 259-287, November.
    3. 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.
    4. Durante, Fabrizio & Sánchez, Juan Fernández, 2012. "On the approximation of copulas via shuffles of Min," Statistics & Probability Letters, Elsevier, vol. 82(10), pages 1761-1767.
    5. Griessenberger Florian & Trutschnig Wolfgang, 2022. "Maximal asymmetry of bivariate copulas and consequences to measures of dependence," Dependence Modeling, De Gruyter, vol. 10(1), pages 245-269, January.
    6. Chamnan Wongtawan & Sumetkijakan Songkiat, 2023. "Characterization of pre-idempotent Copulas," Dependence Modeling, De Gruyter, vol. 11(1), pages 1-12, January.
    7. Coblenz, Maximilian & Grothe, Oliver & Schreyer, Manuela & Trutschnig, Wolfgang, 2018. "On the length of copula level curves," Journal of Multivariate Analysis, Elsevier, vol. 167(C), pages 347-365.
    8. Durante Fabrizio & Fernández-Sánchez Juan & Trutschnig Wolfgang, 2014. "Solution to an open problem about a transformation on the space of copulas," Dependence Modeling, De Gruyter, vol. 2(1), pages 1-8, November.
    9. Harder, Michael & Stadtmüller, Ulrich, 2014. "Maximal non-exchangeability in dimension d," Journal of Multivariate Analysis, Elsevier, vol. 124(C), pages 31-41.
    10. Durante, Fabrizio & Fernández Sánchez, Juan & Trutschnig, Wolfgang, 2014. "Multivariate copulas with hairpin support," Journal of Multivariate Analysis, Elsevier, vol. 130(C), pages 323-334.

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