On a strong metric on the space of copulas and its induced dependence measure-Reference-Cited by-同舟云学术

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On a strong metric on the space of copulas and its induced dependence measure

Published:2011-12 Issue:2 Volume:384 Page:690-705
ISSN:0022-247X
Container-title:Journal of Mathematical Analysis and Applications
language:en
Short-container-title:Journal of Mathematical Analysis and Applications

Author:

Trutschnig Wolfgang

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference25 articles.

1. Fractals Everywhere;Barnsley,1993

2. A Basic Course in Probability Theory;Bhattacharya,2007

3. Wahrscheinlichkeitstheorie;Bauer,2002

4. Copulas and Markov processes;Darsow;Illinois J. Math.,1992

5. Norms for copulas;Darsow;Int. J. Math. Math. Sci.,1995

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