Bivariate copulas with quadratic sections

DOI10.1080/10485259508832652MaRDI QIDQ3837412zbMATH OpenOpenAlexFDO

Authors José Juan Quesada-Molina, José Antonio Rodríguez-Lallena

Publication date 6 March 1997

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485259508832652

zbMATH Keywords

concepts of dependencefamilies of bivariate copulasFarlie-Gumbel-Morgenstern familyKendall's taumeasures of dependencepositive dependence propertiesquadrant dependencequadratic sectionsradial symmetrySpearman's rhostochastic orderingstotal positivity

Mathematics Subject Classification ID

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

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Cites work

• Concepts de dépendance et ordres stochastiques pour des lois bidimensionnelles
• Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
• scientific article; zbMATH DE number 3870293 (Why is no real title available?)
• On nonparametric measures of dependence for random variables
• Relationships Among Some Concepts of Bivariate Dependence
• Some concepts of bivariate symmetry
• Some Concepts of Dependence

Cited in

(31)

• A new class of bivariate copulas.
• A revisit to asymptotic ruin probabilities for a bidimensional renewal risk model
• Bivariate quadratic copula constructions
• Measuring the tail risk: an asymptotic approach
• Quadratic constructions of copulas
• Measures of radial asymmetry for bivariate random vectors
• The impact on the properties of the EFGM copulas when extending this family
• Polynomial bivariate copulas of degree five: characterization and some particular inequalities
• On Quadratic Constructions of Copulas
• Spearman's footrule and Gini's gamma: a review with complements
• scientific article; zbMATH DE number 5618861 (Why is no real title available?)
• Lower semiquadratic copulas with a given diagonal section
• scientific article; zbMATH DE number 590293 (Why is no real title available?)
• Bivariate copulas with cubic sections
• Bivariate Contours of Copula
• Asymptotic ruin probabilities for a discrete-time risk model with dependent insurance and financial risks
• scientific article; zbMATH DE number 1843505 (Why is no real title available?)
• Symmetry and dependence properties within a semiparametric family of bivariate copulas
• Semiquadratic copulas based on horizontal and vertical interpolation
• A new class of symmetric bivariate copulas
• Semi-polynomial copulas
• Copulas with given values on a horizontal and a vertical section
• Multivariate copulas with cubic sections in one variable
• Multivariate copulas with quadratic sections in one variable
• On copulas with a trapezoid support
• A goodness-of fit improvement based on τ-preserving transformation for semiparametric family of copulas
• Multivariate copulas with given values at two arbitrary points
• On the construction of a semiparametric family of bivariate copulas using the opposite diagonal section of copulas
• Construction of a class of copulas with horizontal or vertical section of a homographic function
• A new extension of bivariate FGM copulas
• A class of copulas with piecewise linear horizontal sections

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