A method to obtain new copulas from a given one
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Publication:2583294
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Cited in
(57)- On a class of transformations of copulas and quasi-copulas
- On \((a,b)\)-transformations of conjunctive functions
- On tail dependence coefficients of transformed multivariate Archimedean copulas
- Archimedean-based Marshall-Olkin distributions and related dependence structures
- Stochastic distortion and its transformed copula
- Quadratic constructions of copulas
- Dependence between stock returns and investor sentiment in Chinese markets: a copula approach
- Modelling mortality dependence: an application of dynamic vine copula
- New families of bivariate copulas via unit Weibull distortion
- Distortion representations of multivariate distributions
- A note on distortion effects on the strength of bivariate copula tail dependence
- On structural properties of an asymmetric copula family and its statistical implication
- Semi-copulas, capacities and families of level sets
- Transformation of a copula using the associated co-copula
- A family of transformed copulas with a singular component
- Solution to an open problem about a transformation on the space of copulas
- On a new construction of 1-Lipschitz aggregation functions, quasi-copulas and copulas
- d-dimensional dependence functions and Archimax copulas
- On a family of multivariate copulas for aggregation processes
- Dependence structure of conditional Archimedean copulas
- Distorted mix method for constructing copulas with tail dependence
- On the distortion of a copula and its margins
- Generalized logistic models and its orthant tail dependence
- Constructing and generalizing given multivariate copulas: a unifying approach
- A method for constructing higher-dimensional copulas
- Dynamic dependence ordering for Archimedean copulas and distorted copulas
- Default probability estimation via pair copula constructions
- Constructing copulas by means of pairs of order statistics
- Componentwise concave copulas and their asymmetry
- Distorted Copulas: Constructions and Tail Dependence
- An empirical analysis of multivariate copula models
- On the copula for multivariate extreme value distributions
- A note on upper-patched generators for Archimedean copulas
- Dependence properties of bivariate distributions with proportional (reversed) hazards marginals
- Some results on a transformation of copulas and quasi-copulas
- Multivariate composite copulas
- A generalized bivariate lifetime distribution based on parallel-series structures.
- On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators
- Copulas with given values on a horizontal and a vertical section
- FGM generated Archimedean copulas with concave multiplicative generators
- Multivariate copulas with quadratic sections in one variable
- Joint modelling of the body and tail of bivariate data
- Multivariate hierarchical copulas with shocks
- A generalization of Archimedean and Marshall-Olkin copulas family
- A class of bivariate independence copula transformations
- Estimating the parameters of a dependent model and applying it to environmental data set
- A new family of copulas based on probability generating functions
- New copula families and mixing properties
- Diverse copulas through Durante's method. Exploring parametric functions
- Estimation problems for some perturbations of the independence copula
- Distorted copulas
- On comprehensive families of copulas involving the three basic copulas and transformations thereof
- On an asymmetric extension of multivariate Archimedean copulas based on quadratic form
- New constructions of diagonal patchwork copulas
- W-transforms: uniformity-preserving transformations and induced dependence structures
- Construction of non-exchangeable bivariate distribution functions
- Using distortions of copulas to price synthetic CDOs
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