The key role of convexity in some copula constructions
From MaRDI portal
Publication:2181914
DOI10.1007/s40879-019-00346-3zbMath1440.62192OpenAlexW2950338075WikidataQ127659666 ScholiaQ127659666MaRDI QIDQ2181914
Radko Mesiar, Susanne Saminger-Platz, Erich Peter Klement, Anna Kolesárová
Publication date: 20 May 2020
Published in: European Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40879-019-00346-3
Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10) Functional inequalities, including subadditivity, convexity, etc. (39B62) Convexity of real functions of several variables, generalizations (26B25)
Related Items (6)
On convexity properties with respect to a Chebyshev system ⋮ Parameterized transformations and truncation: when is the result a copula? ⋮ Supermodular and directionally convex comparison results for general factor models ⋮ Polynomial bivariate copulas of degree five: characterization and some particular inequalities ⋮ The impact on the properties of the EFGM copulas when extending this family ⋮ New results on perturbation-based copulas
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- New proofs of Schur-concavity for a class of symmetric functions
- A note on Schur-concave functions
- Ultramodular aggregation functions
- Functional ANOVA, ultramodularity and monotonicity: applications in multiattribute utility theory
- Sklar's theorem obtained via regularization techniques
- A general concept of fuzzy connectives, negations and implications based on t-norms and t-conorms
- An introduction to copulas.
- Semilinear copulas
- A characterization of fuzzy implications generated by generalized quantifiers
- Constructing copula functions with weighted geometric means
- Stochastic orders
- A new family of symmetric bivariate copulas
- On concavity and supermodularity
- On copulas, quasicopulas and fuzzy logic
- Construction of asymmetric multivariate copulas
- General results on the decomposition of transitive fuzzy relations
- On representations of 2-increasing binary aggregation functions
- Flipping and cyclic shifting of binary aggregation functions
- Majorization in multivariate distributions
- Schur functions in statistics. I: The preservation theorem
- Schur functions in statistics. II: Stochastic majorization
- On \(\tau_T\) semigroups of probability distribution functions II
- A characterization of quasi-copulas
- Triangular norms
- Joint cumulative distribution functions for Dempster-Shafer belief structures using copulas
- Universal integrals based on copulas
- Schur-concave survival functions and survival analysis
- On the characterization of a class of binary operations on distribution functions
- A class of bivariate copula mappings
- A comprehensive extension of the FGM copula
- On a new construction of 1-Lipschitz aggregation functions, quasi-copulas and copulas
- Ultramodularity and copulas
- Bounds for Distorted Risk Measures
- The Schur convexity for the generalized Muirhead mean
- A New Characterization of Bivariate Copulas
- Spatial contagion between financial markets: a copula-based approach
- Ordinal sums of binary conjunctive operations based on the product
- Rectangular Patchwork for Bivariate Copulas and Tail Dependence
- Spearman's ρ is larger than kendall's τ for positively dependent random variables
- LIPSCHITZ CONTINUITY OF DISCRETE UNIVERSAL INTEGRALS BASED ON COPULAS
- Values of Non-Atomic Games
- Schur-convexity, Schur geometric and Schur harmonic convexities of dual form of a class symmetric functions
- Similarity of Fuzzy Sets and Dominance of Random Variables: a Quest for Transitivity
- On the role of ultramodularity and Schur concavity in the construction of binary copulas
- A new class of symmetric bivariate copulas
- Copulas Constructed from Horizontal Sections
- Schur-Convex functions related to Hadamard-type inequalities
- Gluing Copulas
- Convex Analysis
- Stochastic Comparison of Random Vectors with a Common Copula
- Ultramodular Functions
- An Inequality for Convex Functions
- Inequalities: theory of majorization and its applications
This page was built for publication: The key role of convexity in some copula constructions
