Bivariate quadratic copula constructions

DOI10.1016/J.IJAR.2017.10.001MaRDI QIDQ1687267zbMATH OpenOpenAlexFDO

Authors Suttisak Wisadwongsa, Santi Tasena

Publication date 22 December 2017

Published in International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ijar.2017.10.001

zbMATH Keywords

copulacopula transformationquadratic construction

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12) Topological data analysis (62R40)

Recommendations

• Quadratic constructions of copulas
• Bivariate copulas with quadratic sections
• On some construction methods for bivariate copulas
• On the construction of semiquadratic copulas
• Quadratic transformations of multivariate semi-copulas

Cites work

• Characterization of all copulas associated with non-continuous random variables
• Constructing copulas by means of pairs of order statistics
• Gluing copulas
• scientific article; zbMATH DE number 1163782 (Why is no real title available?)
• scientific article; zbMATH DE number 1163783 (Why is no real title available?)
• scientific article; zbMATH DE number 222634 (Why is no real title available?)
• New constructions of diagonal patchwork copulas
• Ordinal sums and idempotents of copulas
• Quadratic constructions of copulas
• Rectangular Patchwork for Bivariate Copulas and Tail Dependence
• Sulla dissomiglianza tra mutabili cicliche
• Univariate conditioning of copulas

Cited in

(19)

• Construction of bivariate S-distributions with copulas
• Characterizations of bivariate conic, extreme value, and Archimax copulas
• Quadratic constructions of copulas
• Copulas, uncertainty, and false discovery rate control
• The key role of convexity in some copula constructions
• On the quantification and efficient propagation of imprecise probabilities with copula dependence
• Polynomial bivariate copulas of degree five: characterization and some particular inequalities
• On Quadratic Constructions of Copulas
• On some construction methods for bivariate copulas
• scientific article; zbMATH DE number 7447348 (Why is no real title available?)
• Quadratic transformations of multivariate semi-copulas
• Bivariate copulas with quadratic sections
• Bivariate quasi-copulas and doubly stochastic signed measures
• Quadratic transformations of copula density and probability density
• Bivariate quadratic transformations of quasi-copulas
• Affine rational transformations of copulas and quasi-copulas
• Convex combinations of quadrant dependent copulas
• Quadratic transformation of multivariate aggregation functions
• Eigenanalysis on a bivariate covariance kernel

This page was built for publication: Bivariate quadratic copula constructions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1687267)