The distribution of the probability mass of conic copulas
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Publication:1699340
DOI10.1016/j.fss.2015.08.028zbMath1382.60030OpenAlexW1223038629MaRDI QIDQ1699340
Juan Fernández-Sánchez, Manuel Úbeda-Flores
Publication date: 19 February 2018
Published in: Fuzzy Sets and Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.fss.2015.08.028
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Probabilistic measure theory (60A10)
Related Items (6)
Characterizations of bivariate conic, extreme value, and Archimax copulas ⋮ Zero-sets of copulas ⋮ Zero-linear copulas ⋮ On conditional value at risk (CoVaR) for tail-dependent copulas ⋮ A note on Archimax copulas and their representation by means of conic copulas ⋮ On the class of bivariate Archimax copulas under constraints
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