Polynomial copula transformations

DOI10.1016/J.IJAR.2019.01.010MaRDI QIDQ2329597zbMATH OpenOpenAlexWikidataFDO

Authors Santi Tasena

Publication date 18 October 2019

Published in International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ijar.2019.01.010

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 1163782 (Why is no real title available?)
• scientific article; zbMATH DE number 1163783 (Why is no real title available?)
• scientific article; zbMATH DE number 222634 (Why is no real title available?)
• Characterization of all copulas associated with non-continuous random variables
• Constructing copulas by means of pairs of order statistics
• Copulas Constructed from Horizontal Sections
• Copulas with given values on a horizontal and a vertical section
• Gluing copulas
• OPPOSITE DIAGONAL SECTIONS OF QUASI-COPULAS AND COPULAS
• On a new construction of 1-Lipschitz aggregation functions, quasi-copulas and copulas
• On the construction of radially symmetric copulas in higher dimensions
• Ordinal sums and idempotents of copulas
• Quadratic constructions of copulas
• Rectangular Patchwork for Bivariate Copulas and Tail Dependence
• Some approximations of \(n\)-copulas
• Univariate conditioning of copulas

Cited in

(11)

• Aggregation function constructed from semi-copula
• Bivariate quadratic transformations of quasi-copulas
• Curved splicing of copulas
• Quadratic transformation of multivariate aggregation functions
• Solution to an open problem about a transformation on the space of copulas
• Quadratic transformations of copula density and probability density
• Quadratic transformations of multivariate semi-copulas
• Polynomial bivariate copulas of degree five: characterization and some particular inequalities
• scientific article; zbMATH DE number 7447348 (Why is no real title available?)
• Affine rational transformations of copulas and quasi-copulas
• A trivariate Gaussian copula stochastic frontier model with sample selection

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