A hitchhiker's guide to quasi-copulas
From MaRDI portal
Publication:2219337
Recommendations
- A characterization of quasi-copulas
- scientific article; zbMATH DE number 2209495
- scientific article; zbMATH DE number 2129905
- scientific article; zbMATH DE number 5274679
- On quasi-homogeneous copulas
- Some new properties of quasi-copulas
- A generalization of quasi-homogenous copulas
- On the construction of semiquadratic copulas
- A functional for copulas and quasi-copulas
Cites work
- scientific article; zbMATH DE number 2129904 (Why is no real title available?)
- scientific article; zbMATH DE number 2129907 (Why is no real title available?)
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- scientific article; zbMATH DE number 3870293 (Why is no real title available?)
- scientific article; zbMATH DE number 5282943 (Why is no real title available?)
- scientific article; zbMATH DE number 46153 (Why is no real title available?)
- scientific article; zbMATH DE number 3549863 (Why is no real title available?)
- scientific article; zbMATH DE number 3597130 (Why is no real title available?)
- scientific article; zbMATH DE number 700081 (Why is no real title available?)
- scientific article; zbMATH DE number 2037792 (Why is no real title available?)
- scientific article; zbMATH DE number 1748069 (Why is no real title available?)
- scientific article; zbMATH DE number 5274679 (Why is no real title available?)
- scientific article; zbMATH DE number 5274697 (Why is no real title available?)
- scientific article; zbMATH DE number 6026974 (Why is no real title available?)
- scientific article; zbMATH DE number 3236187 (Why is no real title available?)
- 1-Lipschitz aggregation operators and quasi-copulas
- A characterization of quasi-copulas
- A note on `Improved Fréchet bounds and model-free pricing of multi-asset options' by Tankov (2011)
- A note on quasi-copulas and signed measures
- A typical copula is singular
- Absorbent tuples of aggregation operators
- Additive decomposition of fuzzy pre-orders
- Aggregation functions.
- Aggregation-based extensions of fuzzy measures
- An introduction to copulas.
- Associative functions. Triangular norms and copulas
- Baire category results for exchangeable copulas
- Baire category results for quasi-copulas
- Bell-type inequalities for quasi-copulas
- Best-Possible Bounds on Sets of Multivariate Distribution Functions
- Best-possible bounds on sets of bivariate distribution functions
- Binary survival aggregation functions
- Bivariate quasi-copulas and doubly stochastic signed measures
- Bounds on Capital Requirements For Bivariate Risk with Given Marginals and Partial Information on the Dependence
- Bounds on bivariate distribution functions with given margins and known values at several points
- Characterizations of bivariate conic, extreme value, and Archimax copulas
- Conjunctors and their residual implicators: characterizations and construction methods
- Copula and semicopula transforms
- Cyclic evaluation of transitivity of reciprocal relations
- Defects and transformations of quasi-copulas
- Extension to copulas and quasi-copulas as special \(1\)-Lipschitz aggregation operators.
- Extensions of capacities
- Extremal Lipschitz continuous aggregation functions with a given diagonal section
- Extremes of the mass distribution associated with a trivariate quasi-copula
- Flipping and cyclic shifting of binary aggregation functions
- Flipping of multivariate aggregation functions
- General results on the decomposition of transitive fuzzy relations
- Improved Fréchet bounds and model-free pricing of multi-asset options
- Improved Fréchet-Hoeffding bounds on \(d\)-copulas and applications in model-free finance
- Intervals of 1-Lipschitz aggregation operators, quasi-copulas, and copulas with given affine section
- L-superadditive structure functions
- MAXIMUM AND MINIMUM EXTENSIONS OF FINITE SUBCOPULAS
- Meta-theorems on inequalities for scalar fuzzy set cardinalities
- Model-free bounds on value-at-risk using extreme value information and statistical distances
- Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
- Multivariate Bertino copulas
- Multivariate copulas, quasi-copulas and lattices
- OPPOSITE DIAGONAL SECTIONS OF QUASI-COPULAS AND COPULAS
- On \(\tau_T\) semigroups of probability distribution functions II
- On a class of transformations of copulas and quasi-copulas
- On a new construction of 1-Lipschitz aggregation functions, quasi-copulas and copulas
- On copulas and their diagonals
- On copulas, quasicopulas and fuzzy logic
- On differential properties of copulas
- On nonparametric measures of dependence for random variables
- On some construction methods for 1-Lipschitz aggregation functions
- 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 compositional characterization of complete fuzzy pre-orders
- On the construction of copulas and quasi-copulas with given diagonal sections
- On the existence of a trivariate copula with given values of a trivariate quasi-copula at several points
- On the lattice structure of the set of supermodular quasi-copulas
- On the transitivity of a parametric family of cardinality-based similarity measures
- Operations on distribution functions not derivable from operations on random variables
- Ordinal sums and idempotents of copulas
- Principles of copula theory
- Quasi-copulas and signed measures
- Quasi-copulas with a given sub-diagonal section
- Sharp bounds on a class of copulas with known values at several points
- Sklar's theorem in an imprecise setting
- Some members of the class of (quasi-)copulas with given diagonal from the Markov kernel perspective
- Some new characterizations and properties of quasi-copulas
- Some new properties of quasi-copulas
- Some results on a transformation of copulas and quasi-copulas
- Some results on the convergence of (quasi-) copulas
- The Bertino family of 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
- Theory of capacities
- Triangular norms as ordinal sums of semigroups in the sense of A. H. Clifford
- Ultramodular aggregation functions
- Ultramodularity and copulas
- VaR bounds for joint portfolios with dependence constraints
Cited in
(14)- Representation of the infimum and supremum of a family of multivariate distribution functions
- Supports of quasi-copulas
- Extending sub-quasi-copulas
- Multivariate copulas with given values at two arbitrary points
- Extreme semilinear copulas
- Ordinal sums: from triangular norms to bi- and multivariate copulas
- Best-possible bounds on the set of copulas with a given value of Spearman's footrule
- Extending multivariate sub-quasi-copulas
- Bivariate quadratic transformations of quasi-copulas
- Curved splicing of copulas
- The unwalked path between quasi-copulas and copulas: stepping stones in higher dimensions
- Dedekind-MacNeille completion of multivariate copulas via ALGEN method
- Multivariate imprecise Sklar type theorems
- New results on discrete copulas and quasi-copulas
This page was built for publication: A hitchhiker's guide to quasi-copulas
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2219337)
