Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations (Q1994045): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(7 intermediate revisions by 5 users not shown)
Property / author
 
Property / author: Juan Fernández-Sánchez / rank
Normal rank
 
Property / author
 
Property / author: Manuel Úbeda-Flores / rank
Normal rank
 
Property / author
 
Property / author: Juan Fernández-Sánchez / rank
 
Normal rank
Property / author
 
Property / author: Manuel Úbeda-Flores / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: CreditRisk+ / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: QRM / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1515/demo-2018-0009 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2810740133 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5480755 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the characterization of a class of binary operations on distribution functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate Bertino copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: The unwalked path between quasi-copulas and copulas: stepping stones in higher dimensions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extremal Lipschitz continuous aggregation functions with a given diagonal section / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4943605 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Absorbent tuples of aggregation operators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sulla dissomiglianza tra mutabili cicliche / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum entropy copula with given diagonal section / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3412547 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4447165 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Characterization of all copulas associated with non-continuous random variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Absolutely continuous copulas with given sub-diagonal section / rank
 
Normal rank
Property / cites work
 
Property / cites work: Characterization of copulas with given diagonal and opposite diagonal sections / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5446377 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extremes of the mass distribution associated with a trivariate quasi-copula / rank
 
Normal rank
Property / cites work
 
Property / cites work: OPPOSITE DIAGONAL SECTIONS OF QUASI-COPULAS AND COPULAS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Constructing Copulas with Given Diagonal and Opposite Diagonal Sections / rank
 
Normal rank
Property / cites work
 
Property / cites work: On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3098521 / rank
 
Normal rank
Property / cites work
 
Property / cites work: ON THE CLASSES OF COPULAS AND QUASI-COPULAS WITH A GIVEN DIAGONAL SECTION / rank
 
Normal rank
Property / cites work
 
Property / cites work: Absolutely Continuous Copulas with Given Diagonal Sections / rank
 
Normal rank
Property / cites work
 
Property / cites work: Principles of Copula Theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Copulas, diagonals, and tail dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate copulas with hairpin support / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a family of copulas constructed from the diagonal section / rank
 
Normal rank
Property / cites work
 
Property / cites work: New constructions of diagonal patchwork copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Rectangular Patchwork for Bivariate Copulas and Tail Dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Diagonal plane sections of trivariate copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5446376 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semilinear copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Construction of Families of Absolutely Continuous Copulas with Given Restrictions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Frank's condition for multivariate Archimedean copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some members of the class of (quasi-)copulas with given diagonal from the Markov kernel perspective / rank
 
Normal rank
Property / cites work
 
Property / cites work: The distribution of the probability mass of biconic copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Copulas with given track and opposite track sections: solution to a problem on diagonals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate copulas, quasi-copulas and lattices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bivariate quasi-copulas and doubly stochastic signed measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Independence results for multivariate tail dependence coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4395391 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5386475 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A characterization of quasi-copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3639652 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quantifying the impact of different copulas in a generalized CreditRisk+ framework An empirical study / rank
 
Normal rank
Property / cites work
 
Property / cites work: On copulas and their diagonals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3183808 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4382161 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3552470 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Biconic aggregation functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5389822 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Intervals of 1-Lipschitz aggregation operators, quasi-copulas, and copulas with given affine section / rank
 
Normal rank
Property / cites work
 
Property / cites work: Orthant tail dependence of multivariate extreme value distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extreme Financial Risks / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a family of t-norms / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3183807 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5706744 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Diagonal Copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Diagonals of continuous triangular norms / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ordinal sums and idempotents of copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5692485 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An introduction to copulas. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4395390 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The lattice-theoretic structure of sets of bivariate copulas and quasi-copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5386486 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Best-possible bounds on sets of bivariate distribution functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the construction of copulas and quasi-copulas with given diagonal sections / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quasi-copulas and signed measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quasi-copulas with a given sub-diagonal section / rank
 
Normal rank
Property / cites work
 
Property / cites work: Best-Possible Bounds on Sets of Multivariate Distribution Functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4221106 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Doubly stochastic measures with prescribed support / rank
 
Normal rank
Property / cites work
 
Property / cites work: Comments on: Inference in multivariate Archimedean copula models / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Mathematical Theory of Communication / rank
 
Normal rank
Property / cites work
 
Property / cites work: Doubly stochastic measures with hairpin support / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3281461 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3085450 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Diagonal copulas of archimedean class / rank
 
Normal rank
Property / cites work
 
Property / cites work: Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the best-possible upper bound on sets of copulas with given diagonal sections / rank
 
Normal rank
Property / cites work
 
Property / cites work: Constructing Archimedean copulas from diagonal sections / rank
 
Normal rank
Property / cites work
 
Property / cites work: Characterizations of Archimedean n-copulas / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 04:13, 17 July 2024

scientific article
Language Label Description Also known as
English
Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations
scientific article

    Statements

    Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations (English)
    0 references
    1 November 2018
    0 references
    copula
    0 references
    diagonal section
    0 references
    track section
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers