On structural properties of an asymmetric copula family and its statistical implication

DOI10.1016/j.fss.2019.06.004zbMath1452.62351OpenAlexW2949817016WikidataQ127737034 ScholiaQ127737034MaRDI QIDQ2219344

Mijeong Kim, Jae Youn Ahn, Woo-Joo Lee

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.2019.06.004

zbMATH Keywords

identifiabilityMarshall-Olkin copulacopula transformationasymmetric copula

Mathematics Subject Classification ID

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

Uses Software

• CopulaModel

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Pair-copula constructions of multiple dependence
• Goodness-of-fit tests for copulas: A review and a power study
• Some results on a transformation of copulas and quasi-copulas
• On linear and quadratic constructions of aggregation functions
• An introduction to copulas.
• Construction of non-exchangeable bivariate distribution functions
• Construction of asymmetric multivariate copulas
• On a class of transformations of copulas and quasi-copulas
• Numerical parameter identifiability and estimability: Integrating identifiability, estimability, and optimal sampling design
• A class of bivariate distributions including the bivariate logistic
• Shock models with dependence and asymmetric linkages
• Ultramodularity and copulas
• A method to obtain new copulas from a given one
• Dependence Modeling with Copulas

This page was built for publication: On structural properties of an asymmetric copula family and its statistical implication