Some approximations of n-copulas

By P. Mikusiński, Michael D. Taylor. 2010

61 citations recorded by the source corpus.

Subfields: Finance, Numerical Analysis

View Paper: https://www.semanticscholar.org/paper/f5e09874a3c28eea3280c2bceae7dc88f2ddfed1

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. J. Fernández Sánchez
2. Wolfgang Trutschnig
3. Carlo Sempi
4. Fabrizio Durante
5. G. Salvadori
6. Paul Embrechts
7. Sabrina Giordano
8. Filippo Domma

In Numerical Analysis

1. Wolfgang Trutschnig
2. Fabrizio Durante
3. J. Fernández Sánchez

Citations in the corpus

• Conditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and Iterated Function Systems (2015, background): “D1 has been shown to be strongly related 10 to the so-called ∂-convergence studied by Mikusinski and Taylor (see [24], [25] 11 as well as [23]).”
• Copula Theory: An Introduction (2010, background): “The idea goes back to the notion of shuffles of Min, as introduced in [143], and is related to some modifications of the copula Md (see also [141]).”