A new class of bivariate copulas.

DOI10.1016/j.spl.2003.09.010zbMath1102.62054OpenAlexW1521841036WikidataQ105583764 ScholiaQ105583764MaRDI QIDQ1427718

Manuel Úbeda-Flores, José Antonio Rodríguez-Lallena

Publication date: 14 March 2004

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2003.09.010

zbMATH Keywords

Concordance ordering Copulas Symmetry properties Dependence concepts Measures of association

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items

A comprehensive extension of the FGM copula, New families of symmetric/asymmetric copulas, A method for constructing higher-dimensional copulas, Unnamed Item, An Archimedean Copula Family with Hyperbolic Cotangent Generator, Constructing copula functions with weighted geometric means, A class of copulas with piecewise linear horizontal sections, A new class of symmetric bivariate copulas, FGM generated archimedean copulas with concave multiplicative generators, Joint weak hazard rate order under non-symmetric copulas, Two generalized bivariate FGM distributions and rank reduction, A new extension of the FGM copula for negative association, A new family of symmetric bivariate copulas, Multivariate extensions of Spearman's rho and related statistics, Strong laws of large numbers for pairwise PQD random variables: a necessary condition, Interplay of subexponential and dependent insurance and financial risks, Extensions of Breiman's theorem of product of dependent random variables with applications to ruin theory, Parameterized transformations and truncation: when is the result a copula?, The generalized FGM distribution and its application to stereology of extremes., Unnamed Item, On \((a,b)\)-transformations of conjunctive functions, A new class of bivariate copulas: dependence measures and properties, Shock models with recovery option via the maxmin copulas, A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions, Comparisons between largest order statistics from multiple-outlier models with dependence, A note on discounted compound renewal sums under dependency, On the analysis of a general class of dependent risk processes, Bivariate copulas generated by perturbations, On some properties of reflected maxmin copulas, Asymmetric linkages: maxmin vs. reflected maxmin copulas, Constant dividend barrier in a risk model with a generalized Farlie-Gumbel-Morgenstern copula, A Note on Directional Dependence in Regression Setting, Some Observations on Copula Regression Functions, Joint characteristic functions construction via copulas, On the relationship between Spearman's rho and Kendall's tau for pairs of continuous random variables, A generalization of the Archimedean class of bivariate copulas, On a general structure of the bivariate FGM type distributions., Risk concentration based on expectiles for extreme risks under FGM copula, Some specific density functions of aggregated discounted claims with dependent risks, Study of partial and average conditional Kendall's tau, Stochastic comparisons and bounds for conditional distributions by using copula properties, An order-statistics-based method for constructing multivariate distributions with fixed margin\-als, Eigenanalysis on a bivariate covariance kernel, Perturbation of bivariate copulas, Semi-polynomial copulas, Generalized covariance inequalities, Dependence properties and Bayesian inference for asymmetric multivariate copulas, The product of two dependent random variables with regularly varying or rapidly varying tails, Non-exchangeability of negatively dependent random variables, A class of models for uncorrelated random variables, A New Characterization of Bivariate Copulas, A note on conjugate distributions for copulas, On an asymmetric extension of multivariate Archimedean copulas based on quadratic form, Unnamed Item, New constructions of diagonal patchwork copulas, Reflected maxmin copulas and modeling quadrant subindependence, Bivariate dependence measures and bivariate competing risks models under the generalized FGM copula, On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula, New Approach of Directional Dependence in Exchange Markets Using Generalized FGM Copula Function, The impact on the properties of the EFGM copulas when extending this family, A new extension of bivariate FGM copulas, Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence, Analysis of directional dependence using asymmetric copula-based regression models, Constructing copulas from shock models with imprecise distributions, Directional Dependence of Genes Using Survival Truncated FGM Type Modification Copulas, New results on perturbation-based copulas, Modelling to engineering data using a new class of continuous models, Unnamed Item, A Compendium of Copulas, On the role of dependence in residual lifetimes, A note on generalized Farlie-Gumbel-Morgenstern copulas, Solution to two open problems on perturbations of the product copula, О некоторых свойствах симметричной копулы Граббса, A new flexible three-parameter compound Chen distribution: properties, copula and modeling relief times and minimum flow data, Tail probabilities of random linear functions of regularly varying random vectors

Cites Work