Diagonal plane sections of trivariate copulas

DOI10.1016/J.INS.2015.11.024MaRDI QIDQ1671258zbMATH OpenOpenAlexFDO

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

Publication date 6 September 2018

Published in Information Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ins.2015.11.024

zbMATH Keywords

copulatail dependencemeasureaggregation function

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 1163782 (Why is no real title available?)
• scientific article; zbMATH DE number 1163783 (Why is no real title available?)
• Absolutely Continuous Copulas with Given Diagonal Sections
• Absolutely continuous copulas with given sub-diagonal section
• Aggregation functions.
• Aggregation functions: construction methods, conjunctive, disjunctive and mixed classes
• An introduction to copulas.
• Associative functions. Triangular norms and copulas
• Copulas Constructed from Horizontal Sections
• Copulas, diagonals, and tail dependence
• Dependence modeling with copulas
• Doubly stochastic measures, topology, and latticework hairpins
• Gradient flows in metric spaces and in the space of probability measures
• Lower semiquadratic copulas with a given diagonal section
• Maximum entropy copula with given diagonal section
• Multivariate copulas with hairpin support
• New constructions of diagonal patchwork copulas
• On a family of multivariate copulas for aggregation processes
• On copulas and their diagonals
• On the classes of copulas and quasi-copulas with a given diagonal section
• On the construction of copulas and quasi-copulas with given diagonal sections
• Quasi-copulas with a given sub-diagonal section
• Universal integrals based on copulas

Cited in

(7)

• Copulas-based time series combined forecasters
• Connecting copula properties with reliability properties of coherent systems
• Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations
• Maximal directions of monotonicity of an aggregation function
• Extremal Lipschitz continuous aggregation functions with a given diagonal section
• Multivariate copulas with given values at two arbitrary points
• Copulas with given values on the tails

Describes a project that uses

Uses Software

• CopulaModel

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