Copulas Constructed from Horizontal Sections

DOI10.1080/03610920701386976MaRDI QIDQ5438342zbMATH OpenOpenAlexFDO

Authors Erich Peter Klement, Carlo Sempi, A. Kolesárová, Radko Mesiar

Publication date 23 January 2008

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

Full work available at URL https://doi.org/10.1080/03610920701386976

zbMATH Keywords

copulahorizontal sectionKendall's tauSpearman's rho

Mathematics Subject Classification ID

Miscellaneous topics in real functions (26E99) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Recommendations

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Cites work

• A characterization of quasi-copulas
• A Decomposition of Copulas and Its Use
• Best-possible bounds on sets of bivariate distribution functions
• scientific article; zbMATH DE number 3870293 (Why is no real title available?)
• scientific article; zbMATH DE number 3395163 (Why is no real title available?)
• On the characterization of a class of binary operations on distribution functions
• Some Integration-by-Parts Formulas Involving 2-Copulas
• Strong approximation of copulas

Cited in

(35)

• The dominance relation in some families of continuous Archimedean t-norms and copulas
• Diagonal plane sections of trivariate copulas
• The distribution of the probability mass of conic copulas
• Tests of stochastic monotonicity with improved power
• Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity
• Novel construction of copulas based on \((\alpha, \beta)\) transformation for fuzzy random variables
• New results on perturbation-based copulas
• Curved splicing of copulas
• On extremal problems for pairs of uniformly distributed sequences and integrals with respect to copula measures
• The key role of convexity in some copula constructions
• Polynomial copula transformations
• Contagion-based distortion risk measures
• On a new construction of 1-Lipschitz aggregation functions, quasi-copulas and copulas
• Ultramodularity and copulas
• Intervals of 1-Lipschitz aggregation operators, quasi-copulas, and copulas with given affine section
• The role of generalized convexity in conic copula constructions
• On copulas and differential inclusions
• On the characterization of copulas by differential equations
• Flexible modeling in the Koziol-Green model by a copula function
• An extension of the Koziol-Green model under dependent censoring
• A note on biconic copulas
• Rectangular Patchwork for Bivariate Copulas and Tail Dependence
• Lower semiquadratic copulas with a given diagonal section
• Characterization of all copulas associated with non-continuous random variables
• Ultramodular aggregation functions
• On the relationship between modular functions and copulas
• Semi-polynomial copulas
• Copulas with given values on a horizontal and a vertical section
• Gluing copulas
• Convex concordance measures
• Ordinal sums: from triangular norms to bi- and multivariate copulas
• Multivariate copulas with given values at two arbitrary points
• Semilinear copulas
• A class of copulas with piecewise linear horizontal sections
• 2-increasing binary aggregation operators

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