On the Construction of Families of Absolutely Continuous Copulas with Given Restrictions

DOI10.1080/03610920500498758zbMath1098.60017OpenAlexW1989764297MaRDI QIDQ5484658

Arturo Erdely, José María González-Barrios

Publication date: 21 August 2006

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920500498758

zbMATH Keywords

diagonal sections

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Foundations of probability theory (60A99)

Related Items

Unnamed Item, Unnamed Item, Copulas with given values on the tails, COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS, Ordinal sums: from triangular norms to bi- and multivariate copulas, Measures of non-exchangeability for bivariate random vectors, A construction method of semicopulas from fuzzy negations, ON THE CLASSES OF COPULAS AND QUASI-COPULAS WITH A GIVEN DIAGONAL SECTION, Constructing Copulas with Given Diagonal and Opposite Diagonal Sections, Intervals of 1-Lipschitz aggregation operators, quasi-copulas, and copulas with given affine section, Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations, Copulas, diagonals, and tail dependence, Rectangular Patchwork for Bivariate Copulas and Tail Dependence, The dominance relation in some families of continuous Archimedean t-norms and copulas, Absolutely Continuous Copulas with Given Diagonal Sections, Gluing Copulas, Maximum entropy copula with given diagonal section

Cites Work

• Unnamed Item