Over the decades that have passed since they were introduced, copulae still remain a very
powerful tool for modeling and estimating multivariate distributions. This work gives an …

Weak Convergence Page 1 1.3 Weak Convergence In this section IDl and IE are metric spaces
with metrics d and e, respectively. The set of all continuous, bounded functions f: IDl 1--+ IR is …

This book introduces the main theoretical findings related to copulas and shows how
statistical modeling of multivariate continuous distributions using copulas can be carried out …

Working with so-called linkages allows to define a copula-based,[0, 1]-valued multivariate
dependence measure ζ 1 (X, Y) quantifying the scale-invariant extent of dependence of a …

Copulas have now become ubiquitous statistical tools for describing, analysing and
modelling dependence between random variables. Sklar's theorem,“the fundamental …

Statistics are proposed for testing the hypothesis that arbitrary random variables are
mutually independent. The tests are consistent and well behaved for any marginal …

Global sensitivity analysis (GSA) has long been recognized as an indispensable tool for
model analysis. GSA has been extensively used for model simplification, identifiability …

Rearranged dependence measures Page 1 Bernoulli 30(2), 2024, 1055–1078 https://doi.org/10.3150/23-BEJ1624
Rearranged dependence measures CHRISTOPHER STROTHMANN1,a, HOLGER DETTE2,c …

Copula modeling from Abe Sklar to the present day - ScienceDirect Skip to main contentSkip
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Most nonparametric function estimators can only handle continuous data. We show that
making discrete variables continuous by adding noise is justified under suitable conditions …