Bivariate copulas generated by perturbations

DOI10.1016/J.FSS.2012.08.008zbMath1284.62309OpenAlexW2046864765MaRDI QIDQ2445567

Fabrizio Durante, Juan Fernández-Sánchez, Manuel Úbeda-Flores

Publication date: 14 April 2014

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

Full work available at URL: https://doi.org/10.1016/j.fss.2012.08.008

zbMATH Keywords

copulatail dependencemeasure of associationquasi-copula

Mathematics Subject Classification ID

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

Related Items (19)

Perturbations of copulas and mixing properties ⋮ Copula-based measurement error models ⋮ Parameterized transformations and truncation: when is the result a copula? ⋮ A class of bivariate independence copula transformations ⋮ Dependence measures for perturbations of copulas ⋮ Shock models with recovery option via the maxmin copulas ⋮ A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions ⋮ 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 ⋮ On the relationship between modular functions and copulas ⋮ New copula families and mixing properties ⋮ Reflected maxmin copulas and modeling quadrant subindependence ⋮ New asymmetric perturbations of FGM bivariate copulas and concordance preserving problems ⋮ 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 ⋮ Solution to two open problems on perturbations of the product copula ⋮ Unnamed Item

Uses Software

• QRM

Cites Work

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• A characterization of quasi-copulas
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• Simulating Copulas
• COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS
• A continuous general multivariate distribution and its properties
• A new class of symmetric bivariate copulas

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