Search
Now showing items 1120 of 48

A note on the notion of singular copula
(Elsevier, 2013)We clarify the link between the notion of singular copula and the concept of support of the measure induced by a copula. 
A topological proof of Sklar's theorem
(2013)We present a proof of Sklar's Theorem that uses topological arguments, namely compactness (under the weak topology) of the class of copulas and some density properties of the class of distribution functions. 
On the interrelation between DempsterShafer belief structures and their belief cumulative distribution functions
(2013)We consider Dempster–Shafer belief structures (DSBSs) mm having finitely many nonempty compact intervals as focal elements and prove several results describing the interrelation between DSBSs and their socalled Belief ... 
Bridge to abstract mathematics
(WileyBlackwell, 2013) 
On the αmigrativity of multivariate semicopulas
(Elsevier, 2012)In this paper we introduce and study the αmigrative property for the class of multivariate semicopulas. In particular, a characterization of αmigrative copulas is provided. 
A method for constructing higherdimensional copulas
(Taylor & Francis: STM, Behavioural Science and Public Health Titles, 2012)For every n >= 3, a method is introduced and investigated for generating ndimensional copulas starting with an (n  1)dimensional copula already known. These copulas are particularly useful when the behaviour of a random ... 
MarshallOlkin type copulas generated by a global shock
(2016)A way to transform a given copula by means of a univariate function is presented. The resulting copula can be interpreted as the result of a global shock affecting all the components of a system modeled by the original ... 
Baire category results for exchangeable copulas
(Elsevier, 2016)Considering two different metrics on the space of twodimensional copulas CC we prove some Baire category results for important subclasses of copulas, including the families of exchangeable, associative, and Archimedean ... 
On the return period and design in a multivariate framework
(European Geosciences Union (EGU) / Copernicus Publications, 2011)Calculating return periods and design quantiles in a multivariate environment is a difficult problem: this paper tries to make the issue clear. First, we outline a possible way to introduce a consistent theoretical framework ...