A class of bivariate copula mappings

DOI10.1016/J.FSS.2018.05.001zbMath1426.62154OpenAlexW2800558361MaRDI QIDQ2328790

Martynas Manstavičius, Gediminas Bagdonas

Publication date: 16 October 2019

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

Full work available at URL: https://doi.org/10.1016/j.fss.2018.05.001

zbMATH Keywords

copulatransformationmeasures of associationconcordance orderKendall's \(\tau\)Spearman's \(\rho\)\(\mathrm{TP}_{2}\) propertyGini's \(\gamma\)upper and lower tail indices

Mathematics Subject Classification ID

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

Related Items (9)

Estimation of multivariate dependence structures via constrained maximum likelihood ⋮ The key role of convexity in some copula constructions ⋮ Some new ratio-type copulas: theory and properties ⋮ Parameterized transformations and truncation: when is the result a copula? ⋮ A class of bivariate independence copula transformations ⋮ Unnamed Item ⋮ Polynomial bivariate copulas of degree five: characterization and some particular inequalities ⋮ Transformation of a copula using the associated co-copula ⋮ The impact on the properties of the EFGM copulas when extending this family

Cites Work

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• On a new construction of 1-Lipschitz aggregation functions, quasi-copulas and copulas
• On a family of multivariate copulas for aggregation processes
• Distorted Copulas: Constructions and Tail Dependence
• Principles of Copula Theory
• A new class of symmetric bivariate copulas
• Analytic Inequalities

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