Polynomial bivariate copulas of degree five: characterization and some particular inequalities

DOI10.1515/DEMO-2021-0101MaRDI QIDQ2245659zbMATH OpenOpenAlexFDO

Authors Adam Šeliga, M. Kauers, Susanne Saminger-Platz, Radko Mesiar, A. Kolesárová, Erich Peter Klement

Publication date 15 November 2021

Published in Dependence Modeling (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1515/demo-2021-0101

zbMATH Keywords

copulacylindrical algebraic decompositionSchur concavitydependence parameterpolynomial inequalityultramodularity

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory of statistical distributions (62E10) Convexity of real functions of several variables, generalizations (26B25)

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Cited in

(3)

• The Pareto type I joint frailty-copula model for clustered bivariate survival data
• New results on perturbation-based copulas
• Parameterized transformations and truncation: when is the result a copula?

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• QEPCAD

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