Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations
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- A Mathematical Theory of Communication
- A characterization of quasi-copulas
- A note on biconic copulas
- Absolutely Continuous Copulas with Given Diagonal Sections
- Absolutely continuous copulas with given sub-diagonal section
- Absorbent tuples of aggregation operators
- Aggregation functions.
- An introduction to copulas.
- Associative functions. Triangular norms and copulas
- Asymmetric semilinear copulas
- Best-Possible Bounds on Sets of Multivariate Distribution Functions
- Best-possible bounds on sets of bivariate distribution functions
- Biconic aggregation functions
- Bivariate quasi-copulas and doubly stochastic signed measures
- COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS
- Characterization of all copulas associated with non-continuous random variables
- Characterization of copulas with given diagonal and opposite diagonal sections
- Characterizations of Archimedean \(n\)-copulas.
- Comments on: Inference in multivariate Archimedean copula models
- Constructing Archimedean copulas from diagonal sections
- Constructing copulas with given diagonal and opposite diagonal sections
- Copulas with given track and opposite track sections: solution to a problem on diagonals
- Copulas with given values on a horizontal and a vertical section
- Copulas, diagonals, and tail dependence
- Diagonal copulas
- Diagonal copulas of archimedean class
- Diagonal plane sections of trivariate copulas
- Diagonals of continuous triangular norms
- Doubly stochastic measures with hairpin support
- Doubly stochastic measures with prescribed support
- Extension to copulas and quasi-copulas as special \(1\)-Lipschitz aggregation operators.
- Extremal Lipschitz continuous aggregation functions with a given diagonal section
- Extreme Financial Risks
- Extremes of the mass distribution associated with a trivariate quasi-copula
- Frank's condition for multivariate Archimedean copulas
- Improved Fréchet bounds and model-free pricing of multi-asset options
- Independence results for multivariate tail dependence coefficients
- Intervals of 1-Lipschitz aggregation operators, quasi-copulas, and copulas with given affine section
- Maximum entropy copula with given diagonal section
- Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
- Multivariate Bertino copulas
- Multivariate copulas with hairpin support
- Multivariate copulas, quasi-copulas and lattices
- New constructions of diagonal patchwork copulas
- OPPOSITE DIAGONAL SECTIONS OF QUASI-COPULAS AND COPULAS
- On a family of copulas constructed from the diagonal section
- On a family of t-norms
- On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators
- On copulas and their diagonals
- On distributions of order statistics for absolutely continuous copulas with applications to reliability
- On quasi-homogeneous copulas
- On the Construction of Families of Absolutely Continuous Copulas with Given Restrictions
- On the best-possible upper bound on sets of copulas with given diagonal sections
- On the characterization of a class of binary operations on distribution functions
- On the classes of copulas and quasi-copulas with a given diagonal section
- On the construction of copulas and quasi-copulas with given diagonal sections
- Orbital semilinear copulas
- Ordinal sums and idempotents of copulas
- Orthant tail dependence of multivariate extreme value distributions
- Principles of copula theory
- Quantifying the impact of different copulas in a generalized CreditRisk\(^+\) framework. An empirical study
- Quasi-copulas and signed measures
- Quasi-copulas with a given sub-diagonal section
- Rectangular Patchwork for Bivariate Copulas and Tail Dependence
- Semilinear copulas
- Some members of the class of (quasi-)copulas with given diagonal from the Markov kernel perspective
- Some new properties of quasi-copulas
- Sulla dissomiglianza tra mutabili cicliche
- The Bertino family of copulas
- The distribution of the probability mass of biconic copulas
- The lattice-theoretic structure of sets of bivariate copulas and quasi-copulas
- The unwalked path between quasi-copulas and copulas: stepping stones in higher dimensions
Cited in
(25)- Copulas with given values on a horizontal and a vertical section
- Study of partial and average conditional Kendall's tau
- New results on perturbation-based copulas
- On a family of copulas constructed from the diagonal section
- On the Construction of Families of Absolutely Continuous Copulas with Given Restrictions
- Diagonal copulas
- Measuring cumulative deprivation and affluence based on the diagonal dependence diagram
- Constructing copulas with given diagonal and opposite diagonal sections
- On the construction of copulas with a opposite diagonal section smaller than a given opposite diagonal function
- Generalized diagonal band copulas
- On the opposite diagonal section of bivariate copulas with Schur concavity
- On the construction of copulas and quasi-copulas with given diagonal sections
- Copulas with given track and opposite track sections: solution to a problem on diagonals
- On copulas and their diagonals
- Extremal behavior of diagonal and Bertino copulas
- On the construction of a semiparametric family of bivariate copulas using the opposite diagonal section of copulas
- New measure of the bivariate asymmetry
- Frank's condition for multivariate Archimedean copulas
- Characterization of copulas with given diagonal and opposite diagonal sections
- Maximal directions of monotonicity of an aggregation function
- COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS
- Absolutely Continuous Copulas with Given Diagonal Sections
- Extreme biconic copulas: characterization, properties and extensions to aggregation functions
- Diagonal plane sections of trivariate copulas
- Multivariate upper semilinear copulas
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