| Title:
|
Editorial to the special issue on “Random Variables, Joint Distribution Functions, and Copulas” (English) |
| Author:
|
Durante, Fabrizio |
| Author:
|
Mesiar, Radko |
| Author:
|
Sempi, Carlo |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
44 |
| Issue:
|
6 |
| Year:
|
2008 |
| Pages:
|
741-744 |
| Summary lang:
|
English |
| . |
| Category:
|
editorial |
| . |
| MSC:
|
01A65 |
| MSC:
|
60-03 |
| MSC:
|
60E05 |
| MSC:
|
62H05 |
| idZBL:
|
Zbl 1182.62118 |
| idMR:
|
MR2488901 |
| . |
| Date available:
|
2009-09-24T20:39:45Z |
| Last updated:
|
2013-09-21 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/135887 |
| . |
| Reference:
|
[1] Alsina C., Frank M. J., Schweizer B.: Associative Functions.Triangular Norms and Copulas. World Scientific, Singapore 2006 Zbl 1100.39023, MR 2222258 |
| Reference:
|
[2] Alsina C., Nelsen R. B., Schweizer B.: On the characterization of a class of binary operations on distribution functions.Statist. Probab. Lett. 17 (1993), 85–89 Zbl 0798.60023, MR 1223530, 10.1016/0167-7152(93)90001-Y |
| Reference:
|
[3] Cherubini U., Luciano, E., Vecchiato W.: Copula Methods in Finance.Wiley, New York 2004 Zbl 1163.62081, MR 2250804 |
| Reference:
|
[4] Embrechts P.: Copulas: a personal view.J. Risk Insurance (2008), to appear |
| Reference:
|
[5] Genest C., Favre A.-C.: Everything you always wanted to know about copula modeling but were afraid to ask.J. Hydrolog. Engrg. 12 (2007), 347–368 10.1061/(ASCE)1084-0699(2007)12:4(347) |
| Reference:
|
[6] Genest C., Gendron, M., Bourdeau-Brien M.: The advent of copulas in finance.European J. Finance 15 (2009), to appear |
| Reference:
|
[7] Genest C., Quesada-Molina J. J., Rodríguez-Lallena J. A., Sempi C.: A characterization of quasi-copulas.J. Multivariate Anal. 69 (1999), 193–205 Zbl 0935.62059, MR 1703371, 10.1006/jmva.1998.1809 |
| Reference:
|
[8] Hájek P., Mesiar R.: On copulas, quasicopulas and fuzzy logic.Soft Computing 12 (2008), 1239–1243 Zbl 1152.03018, 10.1007/s00500-008-0286-z |
| Reference:
|
[9] Joe H.: Multivariate Models and Dependence Concepts.Chapman&Hall, London 1997 Zbl 0990.62517, MR 1462613 |
| Reference:
|
[10] Klement E. P., Mesiar, R., Pap E.: Triangular Norms.Kluwer Academic Publishers, Dordrecht 2000 Zbl 1087.20041, MR 1790096 |
| Reference:
|
[11] McNeil A. J., Frey, R., Embrechts P.: Quantitative Risk Management.Concepts, Techniques and Tools. Princeton University Press, Princeton, NJ 2005 Zbl 1089.91037, MR 2175089 |
| Reference:
|
[12] Nelsen R. B.: An Introduction to Copulas.Springer, New York 2006 Zbl 1152.62030, MR 2197664 |
| Reference:
|
[13] Salvadori G., Michele C. De, Kottegoda N. T., Rosso R.: Extremes in Nature.An Approach Using Copulas (WTS Library Series, Vol. 56). Springer-Verlag, Berlin 2007 |
| Reference:
|
[14] Schweizer B.: Thirty years of copulas.In: Probability Distributions with Given Marginals (G. Dall’Aglio, S. Kotz, and G. Salinetti, eds.). Kluwer Academic Publishers, Dordrecht 1991, pp. 13–50 Zbl 0727.60001, MR 1215944 |
| Reference:
|
[15] Schweizer B., Sklar A.: Probabilistic Metric Spaces.Elsevier, New York 1983 Zbl 0546.60010, MR 0790314 |
| Reference:
|
[16] Schweizer B., Wolff E. F.: On nonparametric measures of dependence for random variables.Ann. Statist. 9 (1981), 879–885 Zbl 0468.62012, MR 0619291, 10.1214/aos/1176345528 |
| Reference:
|
[17] Sklar A.: Fonctions de répartition à $n$ dimensions et leurs marges.Publ. Inst. Statist. Univ. Paris 8 (1959), 229–231 MR 0125600 |
| Reference:
|
[18] Sklar A.: Random variables, joint distribution functions, and copulas.Kybernetika 9 (1973), 449–460 Zbl 0292.60036, MR 0345164 |
| . |
