Multivariate copulas with cubic sections in one variable

DOI10.1080/10485250801908355MaRDI QIDQ5457952zbMATH OpenOpenAlexFDO

Authors Manuel Úbeda-Flores

Publication date 10 April 2008

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485250801908355

zbMATH Keywords

concordance orderingdependence conceptsmultivariate Blomqvist's beta

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20)

Recommendations

• Multivariate copulas with quadratic sections in one variable
• Bivariate copulas with cubic sections
• Bivariate copulas with quadratic sections
• Semi-polynomial copulas
• An introduction to copulas.

Cites work

• An introduction to copulas.
• Bivariate copulas with cubic sections
• Bivariate copulas with quadratic sections
• Multivariate versions of Blomqvist's beta and Spearman's footrule

Cited in

(13)

• A functional for copulas and quasi-copulas
• Polynomial bivariate copulas of degree five: characterization and some particular inequalities
• Non-exchangeability of negatively dependent random variables
• A method for constructing higher-dimensional copulas
• A note on biconic copulas
• Multivariate measures of concordance for copulas and their marginals
• Bivariate copulas with quadratic sections
• Bivariate copulas with cubic sections
• Copulas, diagonals, and tail dependence
• Semi-polynomial copulas
• Multivariate copulas with quadratic sections in one variable
• Multivariate copulas with given values at two arbitrary points
• Multivariate dependence concepts through copulas

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