Publication:3552470

zbMath1186.62067MaRDI QIDQ3552470

Bernard De Baets, H. E. De Meyer, Tarad Jwaid

Publication date: 22 April 2010

Full work available at URL: https://eudml.org/doc/37691

zbMATH Keywords

copula; diagonal section; opposite diagonal section; semilinear copula; orbital semilinear copula

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62H20: Measures of association (correlation, canonical correlation, etc.)

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

Related Items

Unnamed Item, The topological structures of the spaces of diagonal and opposite diagonal functions with the uniform metric, Ortholinear and paralinear semi-copulas, Lower semiquadratic copulas with a given diagonal section, Biconic aggregation functions, Semiquadratic copulas based on horizontal and vertical interpolation, Copulas, diagonals, and tail dependence, Conic aggregation functions, Characterization of copulas with given diagonal and opposite diagonal sections, Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations, Multivariate upper semilinear copulas, The role of generalized convexity in conic copula constructions, Extreme generators of shock induced copulas, Unnamed Item

Cites Work

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• An introduction to copulas.
• Semilinear copulas
• Modelling total tail dependence along diagonals
• On the construction of copulas and quasi-copulas with given diagonal sections
• On a family of copulas constructed from the diagonal section
• Constructing Copulas with Given Diagonal and Opposite Diagonal Sections
• COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS
• OPPOSITE DIAGONAL SECTIONS OF QUASI-COPULAS AND COPULAS
• On the Construction of Families of Absolutely Continuous Copulas with Given Restrictions
• Absolutely Continuous Copulas with Given Diagonal Sections