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

@@ Property / author @@
-Juan Fernández-Sánchez
@@ Property / author: Juan Fernández-Sánchez / rank @@
-Normal rank
@@ Property / author @@
-Manuel Úbeda-Flores
@@ Property / author: Manuel Úbeda-Flores / rank @@
-Normal rank
@@ Property / author @@
+Juan Fernández-Sánchez
@@ Property / author: Juan Fernández-Sánchez / rank @@
+Normal rank
@@ Property / author @@
+Manuel Úbeda-Flores
@@ Property / author: Manuel Úbeda-Flores / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+CreditRisk+
@@ Property / describes a project that uses: CreditRisk+ / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+QRM
@@ Property / describes a project that uses: QRM / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1515/demo-2018-0009
+Normal rank
@@ Property / OpenAlex ID @@
+W2810740133
@@ Property / OpenAlex ID: W2810740133 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5480755
@@ Property / cites work: Q5480755 / rank @@
+Normal rank
@@ Property / cites work @@
+On the characterization of a class of binary operations on distribution functions
+Normal rank
@@ Property / cites work @@
+Multivariate Bertino copulas
@@ Property / cites work: Multivariate Bertino copulas / rank @@
+Normal rank
@@ Property / cites work @@
+The unwalked path between quasi-copulas and copulas: stepping stones in higher dimensions
+Normal rank
@@ Property / cites work @@
+Extremal Lipschitz continuous aggregation functions with a given diagonal section
+Normal rank
@@ Property / cites work @@
+Q4943605
@@ Property / cites work: Q4943605 / rank @@
+Normal rank
@@ Property / cites work @@
+Absorbent tuples of aggregation operators
@@ Property / cites work: Absorbent tuples of aggregation operators / rank @@
+Normal rank
@@ Property / cites work @@
+Sulla dissomiglianza tra mutabili cicliche
@@ Property / cites work: Sulla dissomiglianza tra mutabili cicliche / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum entropy copula with given diagonal section
+Normal rank
@@ Property / cites work @@
+Q3412547
@@ Property / cites work: Q3412547 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4447165
@@ Property / cites work: Q4447165 / rank @@
+Normal rank
@@ Property / cites work @@
+Characterization of all copulas associated with non-continuous random variables
+Normal rank
@@ Property / cites work @@
+Absolutely continuous copulas with given sub-diagonal section
+Normal rank
@@ Property / cites work @@
+Characterization of copulas with given diagonal and opposite diagonal sections
+Normal rank
@@ Property / cites work @@
+Q5446377
@@ Property / cites work: Q5446377 / rank @@
+Normal rank
@@ Property / cites work @@
+Extremes of the mass distribution associated with a trivariate quasi-copula
+Normal rank
@@ Property / cites work @@
+OPPOSITE DIAGONAL SECTIONS OF QUASI-COPULAS AND COPULAS
+Normal rank
@@ Property / cites work @@
+Constructing Copulas with Given Diagonal and Opposite Diagonal Sections
+Normal rank
@@ Property / cites work @@
+On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators
+Normal rank
@@ Property / cites work @@
+Q3098521
@@ Property / cites work: Q3098521 / rank @@
+Normal rank
@@ Property / cites work @@
+ON THE CLASSES OF COPULAS AND QUASI-COPULAS WITH A GIVEN DIAGONAL SECTION
+Normal rank
@@ Property / cites work @@
+Absolutely Continuous Copulas with Given Diagonal Sections
+Normal rank
@@ Property / cites work @@
+Principles of Copula Theory
@@ Property / cites work: Principles of Copula Theory / rank @@
+Normal rank
@@ Property / cites work @@
+Copulas, diagonals, and tail dependence
@@ Property / cites work: Copulas, diagonals, and tail dependence / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate copulas with hairpin support
@@ Property / cites work: Multivariate copulas with hairpin support / rank @@
+Normal rank
@@ Property / cites work @@
+On a family of copulas constructed from the diagonal section
+Normal rank
@@ Property / cites work @@
+New constructions of diagonal patchwork copulas
@@ Property / cites work: New constructions of diagonal patchwork copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Rectangular Patchwork for Bivariate Copulas and Tail Dependence
+Normal rank
@@ Property / cites work @@
+Diagonal plane sections of trivariate copulas
@@ Property / cites work: Diagonal plane sections of trivariate copulas / rank @@
+Normal rank
@@ Property / cites work @@
+COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS
+Normal rank
@@ Property / cites work @@
+Q5446376
@@ Property / cites work: Q5446376 / rank @@
+Normal rank
@@ Property / cites work @@
+Semilinear copulas
@@ Property / cites work: Semilinear copulas / rank @@
+Normal rank
@@ Property / cites work @@
+On the Construction of Families of Absolutely Continuous Copulas with Given Restrictions
+Normal rank
@@ Property / cites work @@
+Frank's condition for multivariate Archimedean copulas
+Normal rank
@@ Property / cites work @@
+Some members of the class of (quasi-)copulas with given diagonal from the Markov kernel perspective
+Normal rank
@@ Property / cites work @@
+The distribution of the probability mass of biconic copulas
+Normal rank
@@ Property / cites work @@
+Copulas with given track and opposite track sections: solution to a problem on diagonals
+Normal rank
@@ Property / cites work @@
+Multivariate copulas, quasi-copulas and lattices
@@ Property / cites work: Multivariate copulas, quasi-copulas and lattices / rank @@
+Normal rank
@@ Property / cites work @@
+Bivariate quasi-copulas and doubly stochastic signed measures
+Normal rank
@@ Property / cites work @@
+Independence results for multivariate tail dependence coefficients
+Normal rank
@@ Property / cites work @@
+Q4395391
@@ Property / cites work: Q4395391 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5386475
@@ Property / cites work: Q5386475 / rank @@
+Normal rank
@@ Property / cites work @@
+A characterization of quasi-copulas
@@ Property / cites work: A characterization of quasi-copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Q3639652
@@ Property / cites work: Q3639652 / rank @@
+Normal rank
@@ Property / cites work @@
+Quantifying the impact of different copulas in a generalized CreditRisk+ framework An empirical study
+Normal rank
@@ Property / cites work @@
+On copulas and their diagonals
@@ Property / cites work: On copulas and their diagonals / rank @@
+Normal rank
@@ Property / cites work @@
+Q3183808
@@ Property / cites work: Q3183808 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4382161
@@ Property / cites work: Q4382161 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3552470
@@ Property / cites work: Q3552470 / rank @@
+Normal rank
@@ Property / cites work @@
+Biconic aggregation functions
@@ Property / cites work: Biconic aggregation functions / rank @@
+Normal rank
@@ Property / cites work @@
+Q5389822
@@ Property / cites work: Q5389822 / rank @@
+Normal rank
@@ Property / cites work @@
+Intervals of 1-Lipschitz aggregation operators, quasi-copulas, and copulas with given affine section
+Normal rank
@@ Property / cites work @@
+Orthant tail dependence of multivariate extreme value distributions
+Normal rank
@@ Property / cites work @@
+Extreme Financial Risks
@@ Property / cites work: Extreme Financial Risks / rank @@
+Normal rank
@@ Property / cites work @@
+On a family of t-norms
@@ Property / cites work: On a family of t-norms / rank @@
+Normal rank
@@ Property / cites work @@
+Q3183807
@@ Property / cites work: Q3183807 / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
+Normal rank
@@ Property / cites work @@
+Q5706744
@@ Property / cites work: Q5706744 / rank @@
+Normal rank
@@ Property / cites work @@
+Diagonal Copulas
@@ Property / cites work: Diagonal Copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Diagonals of continuous triangular norms
@@ Property / cites work: Diagonals of continuous triangular norms / rank @@
+Normal rank
@@ Property / cites work @@
+Ordinal sums and idempotents of copulas
@@ Property / cites work: Ordinal sums and idempotents of copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Q5692485
@@ Property / cites work: Q5692485 / rank @@
+Normal rank
@@ Property / cites work @@
+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
+Normal rank
@@ Property / cites work @@
+Q4395390
@@ Property / cites work: Q4395390 / rank @@
+Normal rank
@@ Property / cites work @@
+The lattice-theoretic structure of sets of bivariate copulas and quasi-copulas
+Normal rank
@@ Property / cites work @@
+Q5386486
@@ Property / cites work: Q5386486 / rank @@
+Normal rank
@@ Property / cites work @@
+Best-possible bounds on sets of bivariate distribution functions
+Normal rank
@@ Property / cites work @@
+On the construction of copulas and quasi-copulas with given diagonal sections
+Normal rank
@@ Property / cites work @@
+Quasi-copulas and signed measures
@@ Property / cites work: Quasi-copulas and signed measures / rank @@
+Normal rank
@@ Property / cites work @@
+Quasi-copulas with a given sub-diagonal section
@@ Property / cites work: Quasi-copulas with a given sub-diagonal section / rank @@
+Normal rank
@@ Property / cites work @@
+Best-Possible Bounds on Sets of Multivariate Distribution Functions
+Normal rank
@@ Property / cites work @@
+Q4221106
@@ Property / cites work: Q4221106 / rank @@
+Normal rank
@@ Property / cites work @@
+Doubly stochastic measures with prescribed support
+Normal rank
@@ Property / cites work @@
+Comments on: Inference in multivariate Archimedean copula models
+Normal rank
@@ Property / cites work @@
+A Mathematical Theory of Communication
@@ Property / cites work: A Mathematical Theory of Communication / rank @@
+Normal rank
@@ Property / cites work @@
+Doubly stochastic measures with hairpin support
@@ Property / cites work: Doubly stochastic measures with hairpin support / rank @@
+Normal rank
@@ Property / cites work @@
+Q3281461
@@ Property / cites work: Q3281461 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3085450
@@ Property / cites work: Q3085450 / rank @@
+Normal rank
@@ Property / cites work @@
+Diagonal copulas of archimedean class
@@ Property / cites work: Diagonal copulas of archimedean class / rank @@
+Normal rank
@@ Property / cites work @@
+Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options
+Normal rank
@@ Property / cites work @@
+On the best-possible upper bound on sets of copulas with given diagonal sections
+Normal rank
@@ Property / cites work @@
+Constructing Archimedean copulas from diagonal sections
+Normal rank
@@ Property / cites work @@
+Characterizations of Archimedean n-copulas
@@ Property / cites work: Characterizations of Archimedean n-copulas / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1994045