Some members of the class of (quasi-)copulas with given diagonal from the Markov kernel perspective

DOI10.1080/03610926.2013.864856MaRDI QIDQ2807784zbMATH OpenOpenAlexFDO

Authors Juan Fernández-Sánchez, Wolfgang Trutschnig

Publication date 25 May 2016

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2013.864856

zbMATH Keywords

copulashuffledoubly stochastic measurequasi-copulaMarkov kernel

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

• scientific article; zbMATH DE number 1022658 (Why is no real title available?)
• A characterization of quasi-copulas
• Absolutely Continuous Copulas with Given Diagonal Sections
• Absolutely continuous copulas with given sub-diagonal section
• Best-possible bounds on sets of bivariate distribution functions
• Bivariate quasi-copulas and doubly stochastic signed measures
• COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS
• Characterization of all copulas associated with non-continuous random variables
• Copulæ: some mathematical aspects
• Correlation and Complete Dependence of Random Variables
• Foundations of Modern Probability
• On Cesáro convergence of iterates of the star product of copulas
• On a family of copulas constructed from the diagonal section
• On a strong metric on the space of copulas and its induced dependence measure
• On copulas and their diagonals
• On the best-possible upper bound on sets of copulas with given diagonal sections
• On the construction of copulas and quasi-copulas with given diagonal sections
• Quasi-copulas and signed measures
• Shuffles of copulas
• Some results on shuffles of two-dimensional copulas

Cited in

(16)

• Spatially homogeneous copulas
• On convergence of associative copulas and related results
• Singularity aspects of Archimedean copulas
• Revisiting the region determined by Spearman's \(\rho\) and Spearman's footrule \(\phi\)
• Multivariate Bertino copulas
• Markov product invariance in classes of bivariate copulas characterized by univariate functions
• Copula-based Markov process
• A hitchhiker's guide to quasi-copulas
• Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations
• Extremal Lipschitz continuous aggregation functions with a given diagonal section
• Baire category results for quasi-copulas
• Maximum asymmetry of copulas revisited
• On distributions with fixed marginals maximizing the joint or the prior default probability, estimation, and related results
• scientific article; zbMATH DE number 7685232 (Why is no real title available?)
• On some properties of reflected maxmin copulas
• Lineability and integrability in the sense of Riemann, Lebesgue, Denjoy, and Khintchine

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