The impact on the properties of the EFGM copulas when extending this family

DOI10.1016/J.FSS.2020.11.001zbMath1467.62077OpenAlexW3105917385MaRDI QIDQ2049225

Susanne Saminger-Platz, Radko Mesiar, Erich Peter Klement, Adam Šeliga, Anna Kolesárová

Publication date: 24 August 2021

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

Full work available at URL: https://doi.org/10.1016/j.fss.2020.11.001

zbMATH Keywords

perturbationSchur concavitydependence parameterEyraud-Farlie-Gumbel-Morgenstern copulapolynomial copulaultramodularity

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (5)

Parameterized transformations and truncation: when is the result a copula? ⋮ Convex concordance measures ⋮ A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions ⋮ New results on perturbation-based copulas ⋮ Multivariate failure time distributions derived from shared frailty and copulas

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