Expansions for bivariate copulas

DOI10.1016/J.SPL.2015.02.005MaRDI QIDQ2348320zbMATH OpenOpenAlexFDO

Authors Saralees Nadarajah

Publication date 11 June 2015

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2015.02.005

zbMATH Keywords

copulasexpansionmeasures

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

• A NEW MEASURE OF RANK CORRELATION
• An introduction to copulas.
• Bayesian copulae distributions, with application to operational risk management -- some comments
• Bivariate extreme statistics. I
• Bivariate extreme-value copulas with discrete Pickands dependence measure
• COPULA-BASED CHARACTERIZATIONS FOR HIGHER ORDER MARKOV PROCESSES
• Dependence measures for extreme value analyses
• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• scientific article; zbMATH DE number 48232 (Why is no real title available?)
• Lévy-frailty copulas
• Measures of tail asymmetry for bivariate copulas
• Multivariate conditional versions of Spearman's rho and related measures of tail dependence
• On a Measure of Dependence Between two Random Variables
• On nonparametric measures of dependence for random variables
• THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS

Cited in

(7)

• Parameter estimation of bivariate distributions in presence of outliers: an application to FGM copula
• Stress-strength based on \(m\)-generalized order statistics and concomitant for dependent families.
• Efficient expressions for moments of dependent random sums using copulas
• A recipe for bivariate copulas
• scientific article; zbMATH DE number 1163784 (Why is no real title available?)
• On uniform tail expansions of bivariate copulas
• COPULA REPRESENTATIONS FOR THE SUM OF DEPENDENT RISKS: MODELS AND COMPARISONS

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