Lower semiquadratic copulas with a given diagonal section

DOI10.1016/J.JSPI.2013.02.005MaRDI QIDQ389257zbMATH OpenOpenAlexWikidataFDO

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

Publication date 20 January 2014

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2013.02.005

zbMATH Keywords

interpolationssemilinear copulas

Mathematics Subject Classification ID

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

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Cites work

• A class of copulas with piecewise linear horizontal sections
• Absolutely Continuous Copulas with Given Diagonal Sections
• An introduction to copulas.
• Asymmetric semilinear copulas
• Biconic aggregation functions
• Bivariate copulas with quadratic sections
• Constructing copulas with given diagonal and opposite diagonal sections
• Copulas Constructed from Horizontal Sections
• COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS
• Copulas with given values on a horizontal and a vertical section
• Extremes of nonexchangeability
• scientific article; zbMATH DE number 1163782 (Why is no real title available?)
• Measures of non-exchangeability for bivariate random vectors
• Non-parametric Estimation of Tail Dependence
• On a family of copulas constructed from the diagonal section
• On the construction of copulas and quasi-copulas with given diagonal sections
• On the relationship between Spearman's rho and Kendall's tau for pairs of continuous random variables
• OPPOSITE DIAGONAL SECTIONS OF QUASI-COPULAS AND COPULAS
• Orbital semilinear copulas
• Semilinear copulas

Cited in

(14)

• Diagonal plane sections of trivariate copulas
• Multivariate upper semilinear copulas
• Copulas with given values on the tails
• The role of generalized convexity in conic copula constructions
• Extreme generators of shock induced copulas
• Ortholinear and paralinear semi-copulas
• On the construction of semiquadratic copulas
• On the classes of copulas and quasi-copulas with a given diagonal section
• Semiquadratic copulas based on horizontal and vertical interpolation
• Copulas, diagonals, and tail dependence
• On the relationship between modular functions and copulas
• Semi-polynomial copulas
• Extreme semilinear copulas
• Construction of new bivariate semilinear copulas based on the Ali-Mikhail-Haq, Farlie-Gumbel-Morgenstern and Plackett families

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