Multivariate upper semilinear copulas

DOI10.1016/J.INS.2016.04.028zbMATH Open1433.62130OpenAlexW2342799706WikidataQ60255725 ScholiaQ60255725MaRDI QIDQ2279699FDOQ2279699

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

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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)

Cites Work

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

Cited In (9)

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

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