A characterization of multivariate independence using copulas

被引：0
|
作者：
Gonzalez-Barrios, Jose M. [1 ]
Gutierrez-Pena, Eduardo [1 ]
Nieves, Juan D. [1 ]
Rueda, Raul [1 ]
机构：
[1] Univ Nacl Autonoma Mexico, Dept Probabil & Stat, IIMAS, Circuito Escolar S-N, Mexico City 04510, DF, Mexico
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2023年 / 52卷 / 16期
关键词：
Checkerboard approximation; dependence; sample copula;
D O I：
10.1080/03610926.2021.2017458
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We provide a novel characterization of mutual independence of random variables based on the checkerboard approximation to a multivariate copula.
引用
收藏
页码：5716 / 5726
页数：11
相关论文
共 50 条
  • [1] A multivariate model of sea storms using copulas
    De Michele, C.
    Salvadori, G.
    Passoni, G.
    Vezzoli, R.
    [J]. COASTAL ENGINEERING, 2007, 54 (10) : 734 - 751
  • [2] Multivariate groundwater drought analysis using copulas
    Saghafian, Bahram
    Sanginabadi, Hamid
    [J]. Hydrology Research, 2020, 51 (04): : 666 - 685
  • [3] GENERAL MULTIVARIATE DEPENDENCE USING ASSOCIATED COPULAS
    Flores, Yuri Salazar
    [J]. REVSTAT-STATISTICAL JOURNAL, 2016, 14 (01) : 1 - 28
  • [4] Multivariate groundwater drought analysis using copulas
    Saghafian, Bahram
    Sanginabadi, Hamid
    [J]. HYDROLOGY RESEARCH, 2020, 51 (04): : 666 - 685
  • [5] Modeling Multivariate Count Data Using Copulas
    Nikoloulopoulos, Aristidis K.
    Karlis, Dimitris
    [J]. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2010, 39 (01) : 172 - 187
  • [6] Multivariate copulas, quasi-copulas and lattices
    Fernandez-Sanchez, Juan
    Nelsen, Roger B.
    Ubeda-Flores, Manuel
    [J]. STATISTICS & PROBABILITY LETTERS, 2011, 81 (09) : 1365 - 1369
  • [7] MULTIVARIATE COMPOSITE COPULAS
    Xie, Jiehua
    Fang, Jun
    Yang, Jingping
    Bu, Lan
    [J]. ASTIN BULLETIN-THE JOURNAL OF THE INTERNATIONAL ACTUARIAL ASSOCIATION, 2022, 52 (01) : 145 - 184
  • [8] Multivariate Bertino copulas
    Garcia, J. J. Arias
    De Meyer, H.
    De Baets, B.
    [J]. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2016, 434 (02) : 1346 - 1364
  • [9] Multivariate Archimax copulas
    Charpentier, A.
    Fougeres, A. -L.
    Genest, C.
    Neslehova, J. G.
    [J]. JOURNAL OF MULTIVARIATE ANALYSIS, 2014, 126 : 118 - 136
  • [10] On multivariate Gaussian copulas
    Zezula, Ivan
    [J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2009, 139 (11) : 3942 - 3946
12345