Multivariate upper semilinear copulas

DOI10.1016/J.INS.2016.04.028MaRDI QIDQ2279699zbMATH OpenOpenAlexWikidataFDO

Authors J. J. Arias García, H. De Meyer, B. De Baets

Publication date 13 December 2019

Published in Information Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ins.2016.04.028

zbMATH Keywords

copuladiagonal section\(n\)-copuladiagonal functionsemilinear copula

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12)

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• Asymmetric semilinear copulas
• Biconic aggregation functions
• Conic aggregation functions
• Copulas based on Marshall-Olkin machinery
• Diagonal copulas
• Exchangeable exogenous shock models
• Lower semiquadratic copulas with a given diagonal section
• Multivariate Bertino copulas
• On a class of variolinear copulas
• On a family of multivariate copulas for aggregation processes
• On copulas and their diagonals
• Orbital semilinear copulas
• Ortholinear and paralinear semi-copulas
• Pair-copula constructions of multiple dependence
• Semi-polynomial copulas
• Semilinear copulas
• Semiquadratic copulas based on horizontal and vertical interpolation
• The Bertino family of copulas
• The role of generalized convexity in conic copula constructions

Cited in

(9)

• A probabilistic view on semilinear copulas
• A differential characterization of the \(d\)-increasingness property
• Multivariate Bertino copulas
• Extreme semilinear copulas
• On a class of variolinear copulas
• Copulas-based time series combined forecasters
• Extremal Lipschitz continuous aggregation functions with a given diagonal section
• Maximal directions of monotonicity of an aggregation function
• On the construction of radially symmetric copulas in higher dimensions

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