182
Views
1
CrossRef citations to date
0
Altmetric
Original Article

A Note on the Compatibility of Bivariate Copulas

&
Pages 1918-1923 | Received 03 Nov 2011, Accepted 12 Mar 2012, Published online: 14 Apr 2014

References

  • Dall’Aglio, G. (1972). Fréchet classes and compatibility of distribution functions. In Symposia Mathematica, Vol IX (Convegno di Calcolo delle Probabilità, INDAM, Rome, 1971), London: Academic Press, pp. 131–150.
  • Darsow, W.F., Nguyen, B., Olsen, E.T. (1992). Copulas and Markov processes. Illinois J. Math. 36(4):600–642.
  • Durante, F., Fernández-Sánchez, J. (2010). Multivariate shuffles and approximation of copulas. Statist. Probab. Lett. 80(23–24):1827–1834.
  • Durante, F., Klement, E.P., Quesada-Molina, J.J., Sarkoci, P. (2007). Remarks on two product-like constructions for copulas. Kybernetika (Prague) 43(2):235–244.
  • Embrechts, P., Puccetti, G. (2010). Risk aggregation. In: Jaworski, P., Durante, F., Härdle, W., Rychlik, T., Eds., Copula Theory and its Applications, vol. 198 of Lecture Notes in Statistics - Proceedings. Berlin Heidelberg: Springer, pp. 111–126.
  • Jaworski, P., Durante, F., Härdle, W., Rychlik, T., Eds. (2010). Copula Theory and its Applications. vol. 198 of Lecture Notes in Statistics - Proceedings. Berlin Heidelberg: Springer.
  • Jaworski, P., Rychlik, T. (2008). On distributions of order statistics for absolutely continuous copulas with applications to reliability. Kybernetika (Prague) 44(6):757–776.
  • Joe, H. (1997). Multivariate models and dependence concepts, vol. 73 of Monographs on Statistics and Applied Probability. London: Chapman & Hall.
  • Kolesárová, A., Mesiar, R., Sempi, C. (2008). Measure-preserving transformations, copulæand compatibility. Mediterr. J. Math. 5(3):325–339.
  • Lancaster, H.O. (1963). Correlation and complete dependence of random variables. Ann. Math. Statist. 34:1315–1321.
  • Mesiar, R., Sempi, C. (2010). Ordinal sums and idempotents of copulas. Aequationes Math. 79(1–2):39–52.
  • Nelsen, R.B. (2006). An Introduction to Copulas. 2nd ed., Springer Series in Statistics. New York: Springer.
  • Quesada-Molina, J.J., Rodríguez-Lallena, J.A. (1994). Some advances in the study of the compatibility of three bivariate copulas. J. Ital. Stat. Soc. 3(3):397–417.
  • Schweizer, B., Sklar, A. (1983). Probabilistic Metric Spaces. North-Holland Series in Probability and Applied Mathematics. New York: North-Holland Publishing Co.
  • Sklar, A. (1959). Fonctions de répartition à n dimensions et leurs marges. Publ. Inst. Statist. Univ. Paris 8:229–231.
  • Trutschnig, W. (2011). On a strong metric on the space of copulas and its induced dependence measure. J. Math. Anal. Appl. 348(2):690–705.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.