Generalized diagonal band copulas (Q2567087)

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Language	Label	Description	Also known as
English	Generalized diagonal band copulas	scientific article

Statements

scholarly article

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Generalized diagonal band copulas (English)

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Daniel Lewandowski

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Insurance Mathematics \& Economics

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publication date

29 September 2005

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zbMATH Keywords

high-dimensional distribution

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rank correlation

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.insmatheco.2004.12.006

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Probability density decomposition for conditionally dependent random variables modeled by vines

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Vines -- a new graphical model for dependent random variables.

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The meta-elliptical distributions with given marginals

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A class of symmetric bivariate uniform distributions

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On the simultaneous associativity of F(x,y) and x+y-F(x,y)

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Frank's family of bivariate distributions

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A parameterization of positive definite matrices in terms of partial correlation vines

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Minimally informative distributions with given rank correlation for use in uncertainty analysis

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Properties of a one-parameter family of bivariate distributions with specified marginals

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Identifiers

zbMATH Open document ID

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10.1016/j.insmatheco.2004.12.006

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:2567087

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