Zähle, Henryk A concept of copula robustness and its applications in quantitative risk management. (English) Zbl 1498.91509 Finance Stoch. 26, No. 4, 825-875 (2022). MSC: 91G70 91G10 62H05 PDFBibTeX XMLCite \textit{H. Zähle}, Finance Stoch. 26, No. 4, 825--875 (2022; Zbl 1498.91509) Full Text: DOI
Kasper, Thimo M.; Fuchs, Sebastian; Trutschnig, Wolfgang On convergence of associative copulas and related results. (English) Zbl 1476.62095 Depend. Model. 9, 307-326 (2021). MSC: 62H05 60E05 54E52 PDFBibTeX XMLCite \textit{T. M. Kasper} et al., Depend. Model. 9, 307--326 (2021; Zbl 1476.62095) Full Text: DOI
Kasper, Thimo M.; Fuchs, Sebastian; Trutschnig, Wolfgang On weak conditional convergence of bivariate Archimedean and extreme value copulas, and consequences to nonparametric estimation. (English) Zbl 1473.62160 Bernoulli 27, No. 4, 2217-2240 (2021). MSC: 62H05 62G05 62G32 PDFBibTeX XMLCite \textit{T. M. Kasper} et al., Bernoulli 27, No. 4, 2217--2240 (2021; Zbl 1473.62160) Full Text: DOI arXiv
Rachasingho, Jumpol; Tasena, Santi A metric space of subcopulas – an approach via Hausdorff distance. (English) Zbl 1464.62285 Fuzzy Sets Syst. 378, 144-156 (2020). MSC: 62H05 46E27 PDFBibTeX XMLCite \textit{J. Rachasingho} and \textit{S. Tasena}, Fuzzy Sets Syst. 378, 144--156 (2020; Zbl 1464.62285) Full Text: DOI
Arias-García, J. J.; Mesiar, R.; De Baets, B. A hitchhiker’s guide to quasi-copulas. (English) Zbl 1452.62343 Fuzzy Sets Syst. 393, 1-28 (2020). MSC: 62H05 PDFBibTeX XMLCite \textit{J. J. Arias-García} et al., Fuzzy Sets Syst. 393, 1--28 (2020; Zbl 1452.62343) Full Text: DOI
Coblenz, Maximilian; Grothe, Oliver; Schreyer, Manuela; Trutschnig, Wolfgang On the length of copula level curves. (English) Zbl 1431.60015 J. Multivariate Anal. 167, 347-365 (2018). MSC: 60E05 62H20 PDFBibTeX XMLCite \textit{M. Coblenz} et al., J. Multivariate Anal. 167, 347--365 (2018; Zbl 1431.60015) Full Text: DOI
de Amo, Enrique; Díaz Carrillo, Manuel; Durante, Fabrizio; Fernández Sánchez, Juan Extensions of subcopulas. (English) Zbl 1373.60037 J. Math. Anal. Appl. 452, No. 1, 1-15 (2017). MSC: 60E05 60B10 62H05 PDFBibTeX XMLCite \textit{E. de Amo} et al., J. Math. Anal. Appl. 452, No. 1, 1--15 (2017; Zbl 1373.60037) Full Text: DOI
Fernández Sánchez, Juan; Trutschnig, Wolfgang Conditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and iterated function systems. (English) Zbl 1329.62269 J. Theor. Probab. 28, No. 4, 1311-1336 (2015). MSC: 62H20 60E05 28A80 PDFBibTeX XMLCite \textit{J. Fernández Sánchez} and \textit{W. Trutschnig}, J. Theor. Probab. 28, No. 4, 1311--1336 (2015; Zbl 1329.62269) Full Text: DOI
Trutschnig, Wolfgang; Sánchez, Juan Fernández Idempotent and multivariate copulas with fractal support. (English) Zbl 1348.60020 J. Stat. Plann. Inference 142, No. 12, 3086-3096 (2012). MSC: 60E05 62H05 28A80 PDFBibTeX XMLCite \textit{W. Trutschnig} and \textit{J. F. Sánchez}, J. Stat. Plann. Inference 142, No. 12, 3086--3096 (2012; Zbl 1348.60020) Full Text: DOI
Durante, Fabrizio; Sánchez, Juan Fernández On the approximation of copulas via shuffles of Min. (English) Zbl 1349.62174 Stat. Probab. Lett. 82, No. 10, 1761-1767 (2012). MSC: 62H05 62H10 60E05 PDFBibTeX XMLCite \textit{F. Durante} and \textit{J. F. Sánchez}, Stat. Probab. Lett. 82, No. 10, 1761--1767 (2012; Zbl 1349.62174) Full Text: DOI