Gluing copulas

DOI10.1080/03610920802074844MaRDI QIDQ5494954zbMATH OpenOpenAlexFDO

Authors Karl Friedrich Siburg, Pavel A. Stoimenov

Publication date 30 July 2014

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

Full work available at URL https://doi.org/10.1080/03610920802074844

zbMATH Keywords

construction of copulascopulashorizontal sectionKendall's tauSpearman's rhovertical section

Mathematics Subject Classification ID

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

Recommendations

• An introduction to copulas. Properties and applications
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Cites work

• An introduction to copulas.
• Copulas Constructed from Horizontal Sections
• New Families of Copulas Based on Periodic Functions
• On the Construction of Families of Absolutely Continuous Copulas with Given Restrictions

Cited in

(45)

• How to glue derived categories
• Bivariate quadratic copula constructions
• On \((a,b)\)-transformations of conjunctive functions
• Quadratic constructions of copulas
• 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
• On the class of truncation invariant bivariate copulas under constraints
• Curved splicing of copulas
• The key role of convexity in some copula constructions
• Polynomial copula transformations
• On a new construction of 1-Lipschitz aggregation functions, quasi-copulas and copulas
• A nonparametric symmetry test for absolutely continuous bivariate copulas
• Patched approximations and their convergence
• Copulæ: some mathematical aspects
• Sample d-copula of order m
• Invariant dependence structure under univariate truncation
• On a problem by Schweizer and Sklar
• On the characterization of copulas by differential equations
• Constructing copulas with given diagonal and opposite diagonal sections
• A New Characterization of Bivariate Copulas
• Univariate conditioning of copulas
• An order of asymmetry in copulas, and implications for risk management
• Rectangular Patchwork for Bivariate Copulas and Tail Dependence
• Lipschitz continuity of discrete universal integrals based on copulas
• scientific article; zbMATH DE number 2053028 (Why is no real title available?)
• A note on upper-patched generators for Archimedean copulas
• Construction of multivariate copulas in N-boxes
• Truncation invariant copulas and a testing procedure
• On the relationship between modular functions and copulas
• Testing asymmetry in dependence with copula-coskewness
• Quadratic transformations of copula density and probability density
• On the measure induced by copulas that are invariant under univariate truncation
• Joint modelling of the body and tail of bivariate data
• Parameterized transformations and truncation: when is the result a copula?
• Ordinal sums: from triangular norms to bi- and multivariate copulas
• Affine rational transformations of copulas and quasi-copulas
• Multivariate tail dependence and local stochastic dominance
• The topological structures of the spaces of copulas and subcopulas
• Stochastic monotone wing property: a new dependence structure for copulas
• On comprehensive families of copulas involving the three basic copulas and transformations thereof
• New constructions of diagonal patchwork copulas
• Almost opposite regression dependence in bivariate distributions
• Gluing and coupling
• On the \(\alpha \)-migrativity of semicopulas, quasi-copulas, and copulas

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