Measures of concordance determined by D4-invariant copulas

On concordance measures and copulas with fractal support

Copulas can be used to describe multivariate dependence structures. We explore the rôle of copulas with fractal support in the study of association measures. 1 General introduction and motivation Copulas are of interest because they link joint distributions to their marginal distributions. Sklar [12] showed that, for any real-valued random variables X1 and X2 with joint distribution H, there ex...

Multivariate copulas: Transformations, symmetry, order and measures of concordance

Bivariate copulas: Transformations, asymmetry and measures of concordance

Institute of Mathematics of the Czech Academy of Sciences provides access to digitized documents strictly for personal use. Each copy of any part of this document must contain these Terms of use. This document has been digitized, optimized for electronic delivery and stamped with digital signature within the project DML-CZ: The Czech Digital Mathematics Library The present paper introduces a gr...

Signature of Links

Let L be an oriented tame link in the three sphere S3. We study the Murasugi signature, o(L), and the nullity, tj(L). It is shown that o(L) is a locally flat topological concordance invariant and that tj(L) is a topological concordance invariant (no local flatness assumption here). Known results about the signature are re-proved (in some cases generalized) using branched coverings. 0. Introduct...

On Trivariate Copulas with Bivariate Linear Spearman Marginal Copulas

Based on the trivariate reduction technique two different trivariate Bernoulli mixtures of univariate uniform distributions and their associated trivariate copulas with bivariate linear Spearman marginal copulas are considered. Mathematical characterizations of these Bernoulli mixture models are obtained. Since Bernoulli mixture trivariate reduction copulas are not compatible with all valid gra...