Perturbation of bivariate copulas

DOI10.1016/j.fss.2014.04.016zbMath1361.62028OpenAlexW2015941533MaRDI QIDQ529361

Magda Komorníková, Jozef Komorník, Radko Mesiar

Publication date: 18 May 2017

Published in: Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.fss.2014.04.016

zbMATH Keywords

construction method for copulaFarlie-Gumbel-Morgenstern copulasperturbation of product copularadially symmetric copula

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (14)

Perturbations of copulas and mixing properties ⋮ Copula-based measurement error models ⋮ Parameterized transformations and truncation: when is the result a copula? ⋮ Dependence measures for perturbations of copulas ⋮ Asymmetric linkages: maxmin vs. reflected maxmin copulas ⋮ Dependence and mixing for perturbations of copula-based Markov chains ⋮ Polynomial bivariate copulas of degree five: characterization and some particular inequalities ⋮ Reflected maxmin copulas and modeling quadrant subindependence ⋮ The impact on the properties of the EFGM copulas when extending this family ⋮ Constructing copulas from shock models with imprecise distributions ⋮ New results on perturbation-based copulas ⋮ A class of bivariate copula mappings ⋮ Solution to two open problems on perturbations of the product copula ⋮ A copula-based approximation to Markov chains

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