An analysis of the Rüschendorf transform - with a view towards Sklar’s Theorem
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DOI: 10.1515/demo-2015-0008
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References listed on IDEAS
- Paul Embrechts & Marius Hofert, 2013. "A note on generalized inverses," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 77(3), pages 423-432, June.
- Ahmed, Shabbir & Cakmak, Ulas & Shapiro, Alexander, 2007. "Coherent risk measures in inventory problems," European Journal of Operational Research, Elsevier, vol. 182(1), pages 226-238, October.
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Cited by:
- Šeliga Adam & Kauers Manuel & Saminger-Platz Susanne & Mesiar Radko & Kolesárová Anna & Klement Erich Peter, 2021. "Polynomial bivariate copulas of degree five: characterization and some particular inequalities," Dependence Modeling, De Gruyter, vol. 9(1), pages 13-42, January.
- Saminger-Platz Susanne & Kolesárová Anna & Šeliga Adam & Mesiar Radko & Klement Erich Peter, 2021. "New results on perturbation-based copulas," Dependence Modeling, De Gruyter, vol. 9(1), pages 347-373, January.
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Keywords
Copulas; distributional transform; generalised inverse functions; Sklar’s Theorem; 26A27; 60E05; 60A99; 62H05; Copulas; distributional transform; generalised inverse functions; Sklar’s Theorem; 26A27; 60E05; 60A99; 62H05;All these keywords.
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