On some properties of reflected maxmin copulas

DOI10.1016/j.fss.2019.07.007zbMath1452.62350OpenAlexW2962782728MaRDI QIDQ2219340

Wolfgang Trutschnig, Noppadon Kamnitui

Publication date: 20 January 2021

Published in: Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.fss.2019.07.007

zbMATH Keywords

copulaKendall's tauMarkov kernelSpearman's rhomaxmin copulas

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (2)

Extreme generators of shock induced copulas ⋮ Singular components of shock model copulas

Cites Work

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• A sharp inequality for Kendall's \(\tau\) and Spearman's \(\rho\) of extreme-value copulas
• Shock models with dependence and asymmetric linkages
• Probability theory. A comprehensive course.
• Some members of the class of (quasi-)copulas with given diagonal from the Markov kernel perspective
• Foundations of Modern Probability
• On the Exact Region Determined by Kendall's τ and Spearman's ρ

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