Copulas with given values on the tails

DOI10.1016/J.IJAR.2017.03.010MaRDI QIDQ2409098zbMATH OpenOpenAlexFDO

Authors Fabrizio Durante, Juan Fernández-Sánchez, José Juan Quesada-Molina, Manuel Úbeda-Flores

Publication date 11 October 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.2017.03.010

zbMATH Keywords

copulaFréchet-Hoeffding boundsoptimizationquasi-copulatail dependence

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cited in

(3)

• On multivariate asymmetric dependence using multivariate skew-normal copula-based regression
• Copulas, uncertainty, and false discovery rate control
• scientific article; zbMATH DE number 5631923 (Why is no real title available?)

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