New constructions of diagonal patchwork copulas
From MaRDI portal
Recommendations
- COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS
- Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity
- On the construction of copulas and quasi-copulas with given diagonal sections
- Rectangular Patchwork for Bivariate Copulas and Tail Dependence
- On a family of copulas constructed from the diagonal section
Cites work
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- scientific article; zbMATH DE number 5080942 (Why is no real title available?)
- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
- scientific article; zbMATH DE number 1163783 (Why is no real title available?)
- scientific article; zbMATH DE number 2231189 (Why is no real title available?)
- 2-increasing binary aggregation operators
- A continuous general multivariate distribution and its properties
- A generalization of the Archimedean class of bivariate copulas
- A method to obtain new copulas from a given one
- A new class of bivariate copulas.
- A new extension of bivariate FGM copulas
- A semiparametric family of symmetric bivariate copulas
- Absolutely Continuous Copulas with Given Diagonal Sections
- Absorbent tuples of aggregation operators
- Aggregation functions.
- Aggregation operators. New trends and applications
- An introduction to copulas.
- COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS
- Copula and semicopula transforms
- Distorted Copulas: Constructions and Tail Dependence
- Extreme Financial Risks
- Gluing copulas
- Inequalities: theory of majorization and its applications
- Lévy-frailty copulas
- Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
- On a family of multivariate copulas for aggregation processes
- On copulas and their diagonals
- On quasi-homogeneous copulas
- On the construction of copulas and quasi-copulas with given diagonal sections
- Ordinal sums and idempotents of copulas
- Quasi-copulas with a given sub-diagonal section
- Rectangular Patchwork for Bivariate Copulas and Tail Dependence
- Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes
- Semi-copulas, capacities and families of level sets
- Semilinear copulas
- Soft methods for handling variability and imprecision. Selected papers based on the presentations at the 4th international conference on soft methods in probability and statistics (SMPS'2008), Toulouse, France, September 8--10, 2008.
- Symmetry and dependence properties within a semiparametric family of bivariate copulas
- Transformations of copulas.
Cited in
(28)- Quadratic constructions of copulas
- Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity
- A note on biconic copulas
- Copulas with given values on the tails
- On \((a,b)\)-transformations of conjunctive functions
- Copulas, diagonals, and tail dependence
- Patched approximations and their convergence
- scientific article; zbMATH DE number 5818905 (Why is no real title available?)
- Rectangular Patchwork for Bivariate Copulas and Tail Dependence
- Absolutely continuous copulas with given sub-diagonal section
- Bivariate copulas generated by perturbations
- On a new construction of 1-Lipschitz aggregation functions, quasi-copulas and copulas
- The topological space of Schur-concave copulas is homeomorphic to the Hilbert cube
- Some results on a transformation of copulas and quasi-copulas
- Zero-linear copulas
- Bivariate quadratic copula constructions
- Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations
- scientific article; zbMATH DE number 6152611 (Why is no real title available?)
- Characterization of copulas with given diagonal and opposite diagonal sections
- Shock models with recovery option via the maxmin copulas
- Construction of multivariate copulas in \(N\)-boxes
- COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS
- On the relationship between modular functions and copulas
- Directional dependence of random vectors
- Asymmetric copulas and their application in design of experiments
- Diagonal plane sections of trivariate copulas
- The distribution of the probability mass of biconic copulas
- On the classes of copulas and quasi-copulas with a given diagonal section
This page was built for publication: New constructions of diagonal patchwork copulas
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q730929)
