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Multivariate patchwork copulas: A unified approach with applications to partial comonotonicity
(2013)We present a general view of patchwork constructions of copulas that encompasses previous approaches based on similar ideas (ordinal sums, gluing methods, piecingtogether, etc.). Practical applications of the new methodology ... 
Sklar's theorem obtained via regularization techniques
(Elsevier, 2012)Sklar’s theorem establishes the connection between a joint ddimensional distribution function and its univariate marginals. Its proof is straightforward when all the marginals are continuous. The hard part is the extension ... 
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 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. 
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 ... 
Solution to an open problem about a transformation on the space of copulas
(De Gruyter Open, 2014)We solve a recent open problem about a new transformation mapping the set of copulas into itself. The obtained mapping is characterized in algebraic terms and some limit results are proved. 
Bivariate copulas generated by perturbations
(Elsevier, 2013)In this paper, we provide a family of bivariate copulas based on a perturbation of a given copula by a factor term. The new class generalizes wellknown families of copulas and allows to describe a wide range of possible ... 
On the approximation of copulas via shuffles of Min
(Elsevier, 2012)We study a multivariate extension of shuffles of Min that has a probabilistic interpretation in terms of mutually completely dependent process. The closure properties of the class of such copulas under different types of ... 
On the singular components of a copula
(Applied Probability Trust, 2015)We analyze copulas with a nontrivial singular component by using their Markov kernel representation. In particular, we provide existence results for copulas with a prescribed singular component. The constructions not only ...