ON THE CLASSES OF COPULAS AND QUASI-COPULAS WITH A GIVEN DIAGONAL SECTION

DOI10.1142/S0218488511006848zbMath1220.62057OpenAlexW1964031988MaRDI QIDQ3005945

Fabrizio Durante, Juan Fernández-Sánchez

Publication date: 10 June 2011

Published in: International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218488511006848

zbMATH Keywords

tail dependencesection of a copula

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (10)

Diagonal plane sections of trivariate copulas ⋮ Maximal directions of monotonicity of an aggregation function ⋮ Characterization of copulas with given diagonal and opposite diagonal sections ⋮ A hitchhiker's guide to quasi-copulas ⋮ Zero-sets of copulas ⋮ Unnamed Item ⋮ The distribution of the probability mass of biconic copulas ⋮ Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations ⋮ Copulas, diagonals, and tail dependence ⋮ Asymmetric Copulas and Their Application in Design of Experiments

Cites Work

• On copulas and their diagonals
• New constructions of diagonal patchwork copulas
• Semilinear copulas
• 2-increasing binary aggregation operators
• On the construction of copulas and quasi-copulas with given diagonal sections
• A characterization of quasi-copulas
• On the characterization of a class of binary operations on distribution functions
• Best-possible bounds on sets of bivariate distribution functions
• Intervals of 1-Lipschitz aggregation operators, quasi-copulas, and copulas with given affine section
• On a family of copulas constructed from the diagonal section
• The lattice-theoretic structure of sets of bivariate copulas and quasi-copulas
• Rectangular Patchwork for Bivariate Copulas and Tail Dependence
• COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS
• On the Construction of Families of Absolutely Continuous Copulas with Given Restrictions
• Absolutely Continuous Copulas with Given Diagonal Sections

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