Multivariate Bertino copulas

DOI10.1016/J.JMAA.2015.09.059MaRDI QIDQ891402zbMATH OpenOpenAlexWikidataFDO

Authors J. J. Arias García, H. De Meyer, B. De Baets

Publication date 17 November 2015

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2015.09.059

zbMATH Keywords

copulaLipschitz continuitydiagonal section\(n\)-copulaBertino copuladiagonal function

Mathematics Subject Classification ID

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

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Cited in

(11)

• The Bertino family of copulas
• Multivariate Markov families of copulas
• Extremal behavior of diagonal and Bertino copulas
• Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations
• The topological structures of the spaces of diagonal and opposite diagonal functions with the uniform metric
• A hitchhiker's guide to quasi-copulas
• THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS
• Extremal Lipschitz continuous aggregation functions with a given diagonal section
• The unwalked path between quasi-copulas and copulas: stepping stones in higher dimensions
• A conjecture of Bertino: from copulas to graph theory
• Multivariate upper semilinear copulas

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