Convergence results for patchwork copulas-Reference-Cited by-同舟云学术

Convergence results for patchwork copulas

Published:2015-12 Issue:2 Volume:247 Page:525-531
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Durante Fabrizio^ORCID,Fernández-Sánchez Juan,Quesada-Molina José Juan,Úbeda-Flores Manuel

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modelling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference35 articles.

1. Utility copula functions matching all boundary assessments;Abbas;Operations Research,2013

2. Probability and measure theory;Ash,2000

3. Probability and measure;Billingsley,1995

4. A new proof of Sklar’s theorem;Carley,2002

5. Patched approximations and their convergence;Chaidee;Communications in Statistics – Theory and Methods,2015

Cited by 20 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Extending multivariate sub-quasi-copulas;Journal of Mathematical Analysis and Applications;2024-12

2. Patchwork Methods for Multivariate Quasi-Copulas;Advances in Intelligent Systems and Computing;2024

3. A new view of risk contagion by decomposition of dependence structure: Empirical analysis of Sino-US stock markets;International Review of Financial Analysis;2023-11

4. The topological structures of the spaces of copulas and subcopulas;Fuzzy Sets and Systems;2023-09

5. A characterization of multivariate independence using copulas;Communications in Statistics - Theory and Methods;2021-12-23