New results on perturbation-based copulas

DOI10.1515/DEMO-2021-0116OpenAlexW3209415793MaRDI QIDQ2063752

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

Publication date: 3 January 2022

Published in: Dependence Modeling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/demo-2021-0116

zbMATH Keywords

copulaperturbationordinal sumdependence parameterEyraud-Farlie-Gumbel-Morgenstern copula

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Point estimation (62F10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (2)

Parameterized transformations and truncation: when is the result a copula? ⋮ Ordinal sums: from triangular norms to bi- and multivariate copulas

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