On some properties of reflected maxmin copulas

DOI10.1016/J.FSS.2019.07.007MaRDI QIDQ2219340zbMATH OpenOpenAlexFDO

Authors Noppadon Kamnitui, Wolfgang Trutschnig

Publication date 20 January 2021

Published in Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.fss.2019.07.007

zbMATH Keywords

copulaKendall's tauMarkov kernelmaxmin copulasSpearman's rho

Mathematics Subject Classification ID

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

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Cites work

• A new class of bivariate copulas.
• A sharp inequality for Kendall's \(\tau\) and Spearman's \(\rho\) of extreme-value copulas
• An introduction to copulas.
• Asymmetric linkages: maxmin vs. reflected maxmin copulas
• Foundations of Modern Probability
• scientific article; zbMATH DE number 3222151 (Why is no real title available?)
• Mass distributions of two-dimensional extreme-value copulas and related results
• Non-exchangeability of copulas arising from shock models
• On a strong metric on the space of copulas and its induced dependence measure
• On the exact region determined by Kendall's and Spearman's
• Probability theory. A comprehensive course.
• Shock models with dependence and asymmetric linkages
• Shock models with recovery option via the maxmin copulas
• Singularity aspects of Archimedean copulas
• Some members of the class of (quasi-)copulas with given diagonal from the Markov kernel perspective

Cited in

(5)

• Reflected maxmin copulas and modeling quadrant subindependence
• Asymmetric linkages: maxmin vs. reflected maxmin copulas
• Singular components of shock model copulas
• Extreme generators of shock induced copulas
• Marshall-Olkin copulas revisited

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