Focal copulas: a common framework for various classes of semilinear copulas

DOI10.1007/S00009-015-0664-6MaRDI QIDQ727574zbMATH OpenOpenAlexWikidataFDO

Authors T. Jwaid, B. De Baets, H. De Meyer

Publication date 7 December 2016

Published in Mediterranean Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00009-015-0664-6

zbMATH Keywords

copuladiagonal sectionlinear interpolationquasi-copulasemi-copula

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Special properties of functions of several variables, Hölder conditions, etc. (26B35)

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Cites work

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• Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes
• Semi-copulas, capacities and families of level sets
• Semicopulas: characterizations and applicability
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• Semilinear copulas

Cited in

(11)

• Extreme biconic copulas: characterization, properties and extensions to aggregation functions
• Semilinear copulas
• Ortholinear and paralinear semi-copulas
• Curved splicing of copulas
• The role of generalized convexity in conic copula constructions
• A construction method of semicopulas from fuzzy negations
• Extreme semilinear copulas
• Maximal directions of monotonicity of an aggregation function
• Extreme generators of shock induced copulas
• A probabilistic view on semilinear copulas
• Multivariate copulas with given values at two arbitrary points

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