Copula and semicopula transforms
From MaRDI portal
Publication:2570970
DOI10.1155/IJMMS.2005.645zbMath1078.62055MaRDI QIDQ2570970
Publication date: 31 October 2005
Published in: International Journal of Mathematics and Mathematical Sciences (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/51948
copulas; t-norms; characterization theorems; quasi-copulas; semi-copulas; t-seminorms; binary aggregation operators; pseudo-inverse transformations
62H20: Measures of association (correlation, canonical correlation, etc.)
62H05: Characterization and structure theory for multivariate probability distributions; copulas
60E05: Probability distributions: general theory
Related Items
Unnamed Item, Unnamed Item, On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators, Internal direct product of integral \(\vee\)-distributive binary aggregation functions and the classification of all integral \(\vee\)-distributive binary aggregation functions of length 3, Additive generators of copulas, New constructions of diagonal patchwork copulas, Construction of non-exchangeable bivariate distribution functions, Lipschitz continuity of copulas w.r.t. \(L_p\)-norms, \(L^{\infty }\)-measure of non-exchangeability for bivariate extreme value and Archimax copulas, A concept of duality for multivariate exchangeable survival models, On a class of transformations of copulas and quasi-copulas, Extraction dependence structure of distorted copulas via a measure of dependence, \(\vee\)-distributive \(n\)-ary semicopulas on lattices, On tail dependence coefficients of transformed multivariate Archimedean copulas, Stochastic distortion and its transformed copula, On distance distribution functions-valued submeasures related to aggregation functions, Semi-copulas, capacities and families of level sets, \(d\)-dimensional dependence functions and Archimax copulas, Distorted mix method for constructing copulas with tail dependence, Copulae: Some mathematical aspects, Unnamed Item, Aggregation Functions on Bounded Posets, Unnamed Item, Unnamed Item, Unnamed Item, AGING FUNCTIONS AND MULTIVARIATE NOTIONS OF NBU AND IFR, Distorted Copulas: Constructions and Tail Dependence