New families of symmetric/asymmetric copulas

DOI10.1016/j.fss.2013.12.015zbMath1336.62120OpenAlexW2054001311MaRDI QIDQ279436

Vadoud Najjari, Radko Mesiar

Publication date: 28 April 2016

Published in: Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.fss.2013.12.015

zbMATH Keywords

copulastailsmeasures of associationdependence concepts

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Multivariate analysis and fuzziness (62H86)

Related Items (5)

Ordinal sums: from triangular norms to bi- and multivariate copulas ⋮ On an asymmetric extension of multivariate Archimedean copulas based on quadratic form ⋮ The impact on the properties of the EFGM copulas when extending this family ⋮ New results on perturbation-based copulas ⋮ О некоторых свойствах симметричной копулы Граббса

Cites Work

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• Invariant dependence structure under univariate truncation
• COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS
• Some new parametric families of multivariate copulas

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