Constructing copulas with given diagonal and opposite diagonal sections

DOI10.1080/03610920903480866MaRDI QIDQ3007830zbMATH OpenOpenAlexFDO

Authors B. De Baets, Manuel Úbeda-Flores, H. De Meyer

Publication date 17 June 2011

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

Full work available at URL https://doi.org/10.1080/03610920903480866

zbMATH Keywords

Lipschitz conditionstail dependence

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Recommendations

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• Diagonal copulas

Cites work

• An introduction to copulas.
• Best-possible bounds on sets of bivariate distribution functions
• COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS
• Gluing copulas
• scientific article; zbMATH DE number 1134711 (Why is no real title available?)
• scientific article; zbMATH DE number 2231189 (Why is no real title available?)
• Intervals of 1-Lipschitz aggregation operators, quasi-copulas, and copulas with given affine section
• Modelling total tail dependence along diagonals
• On the construction of copulas and quasi-copulas with given diagonal sections
• On the Construction of Families of Absolutely Continuous Copulas with Given Restrictions
• OPPOSITE DIAGONAL SECTIONS OF QUASI-COPULAS AND COPULAS
• Rectangular Patchwork for Bivariate Copulas and Tail Dependence
• Semilinear copulas
• Using copulae to bound the value-at-risk for functions of dependent risks

Cited in

(25)

• Characterization of copulas with given diagonal and opposite diagonal sections
• The distribution of the probability mass of conic copulas
• Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations
• Copulas with given track and opposite track sections: solution to a problem on diagonals
• Study of partial and average conditional Kendall's tau
• On the degree of asymmetry of a quasi-copula with respect to a curve
• Exchangeable copulas
• On a family of copulas constructed from the diagonal section
• Ortholinear and paralinear semi-copulas
• A note on biconic copulas
• scientific article; zbMATH DE number 5618857 (Why is no real title available?)
• COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS
• Orbital semilinear copulas
• Lower semiquadratic copulas with a given diagonal section
• Biconic aggregation functions
• On the opposite diagonal section of bivariate copulas with Schur concavity
• Semiquadratic copulas based on horizontal and vertical interpolation
• Copulas, diagonals, and tail dependence
• On the construction of copulas with a opposite diagonal section smaller than a given opposite diagonal function
• Semi-polynomial copulas
• Copulas Constructed from Horizontal Sections
• Copulas with given values on a horizontal and a vertical section
• The topological structures of the spaces of diagonal and opposite diagonal functions with the uniform metric
• Fuzzy implications -- a (dis)similarity perspective
• On the construction of copulas and quasi-copulas with given diagonal sections

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• QRM

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