Polynomial bivariate copulas of degree five: characterization and some particular inequalities
From MaRDI portal
Publication:2245659
DOI10.1515/DEMO-2021-0101zbMATH Open1497.62123OpenAlexW3147559425MaRDI QIDQ2245659FDOQ2245659
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)
Full work available at URL: https://doi.org/10.1515/demo-2021-0101
Recommendations
copulacylindrical algebraic decompositionSchur concavitydependence parameterpolynomial inequalityultramodularity
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)
Cites Work
- QEPCAD B
- Likelihood-based inference for bivariate latent failure time models with competing risks under the generalized FGM copula
- Bivariate dependence measures and bivariate competing risks models under the generalized FGM copula
- Dependence modeling with copulas
- Title not available (Why is that?)
- Title not available (Why is that?)
- Principles of copula theory
- A NEW MEASURE OF RANK CORRELATION
- Title not available (Why is that?)
- Title not available (Why is that?)
- An introduction to copulas.
- On the distributional transform, Sklar's theorem, and the empirical copula process
- Some Concepts of Dependence
- An algorithm to approximate the optimal expected inner product of two vectors with given marginals
- Extremal dependence concepts
- Title not available (Why is that?)
- The performance of some correlation coefficients for a general bivariate distribution
- Title not available (Why is that?)
- On a Measure of Dependence Between two Random Variables
- Modifications of the Farlie-Gumbel-Morgenstern distributions. A tough hill to climb.
- A new extension of bivariate FGM copulas
- Title not available (Why is that?)
- Correlation and dependence
- Title not available (Why is that?)
- Associative functions. Triangular norms and copulas
- Quantifier elimination and cylindrical algebraic decomposition. Proceedings of a symposium, Linz, Austria, October 6--8, 1993
- Solving systems of strict polynomial inequalities
- Title not available (Why is that?)
- A Family of Concepts of Dependence for Bivariate Distributions
- Title not available (Why is that?)
- Algorithms in real algebraic geometry
- How to use cylindrical algebraic decomposition
- A note on Schur-concave functions
- Bivariate copulas with cubic sections
- Sklar's theorem obtained via regularization techniques
- Flipping and cyclic shifting of binary aggregation functions
- Inequalities for distributions with given marginals
- Title not available (Why is that?)
- The new generalization of Farlie-Gumbel-Morgenstern copulas
- Title not available (Why is that?)
- Title not available (Why is that?)
- Quadratic transformation of multivariate aggregation functions
- Title not available (Why is that?)
- Sklar's theorem derived using probabilistic continuation and two consistency results
- Title not available (Why is that?)
- Multivariate copulas with cubic sections in one variable
- Dependence measures for perturbations of copulas
- A new class of bivariate copulas: dependence measures and properties
- Construction of multivariate distributions with given marginals
- Bivariate copulas with quadratic sections
- Majorization in multivariate distributions
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Ultramodular Functions
- Ultramodular aggregation functions
- Multivariate copulas with quadratic sections in one variable
- A topological proof of Sklar's theorem
- On linear and quadratic constructions of aggregation functions
- Schur-Convex functions related to Hadamard-type inequalities
- Another generalization of the bivariate FGM distribution with two-dimensional extensions
- Some properties and generalizations of multivariate Eyraud-Gumbel- Morgenstern distributions
- Constructing copulas by means of pairs of order statistics
- On the exact region determined by Kendall's \(\tau\) and Spearman's \(\rho\)
- On a new construction of 1-Lipschitz aggregation functions, quasi-copulas and copulas
- Bivariate copulas generated by perturbations
- Perturbation of bivariate copulas
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- On an asymmetric extension of multivariate Archimedean copulas based on quadratic form
- Title not available (Why is that?)
- A compendium of copulas
- Multivariate distributions with uniformly distributed projections
- Bivariate quadratic copula constructions
- Quadratic constructions of copulas
- Reflection invariant copulas
- Polynomial copula transformations
- Dependence uncertainty bounds for the energy score and the multivariate Gini mean difference
- On Quadratic Constructions of Copulas
- An analysis of the Rüschendorf transform -- with a view towards Sklar's theorem
- Large deviations and central limit theorems for Eyraud-Farlie-Gumbel-Morgenstern processes
- A class of bivariate copula mappings
- Ultramodularity and copulas
- Title not available (Why is that?)
- On the role of ultramodularity and Schur concavity in the construction of binary copulas
- Why are FGM copulas successful? A simple explanation
- The key role of convexity in some copula constructions
- A comprehensive extension of the FGM copula
- Proving Sklar’s Theorem Via Zorn’s Lemma
- A constructive proof of the Sklar's theorem on copulas
- Title not available (Why is that?)
Cited In (3)
Uses Software
This page was built for publication: Polynomial bivariate copulas of degree five: characterization and some particular inequalities
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2245659)
