Constructing Copulas with Given Diagonal and Opposite Diagonal Sections

DOI10.1080/03610920903480866zbMath1215.62051OpenAlexW2114045837MaRDI QIDQ3007830

Bernard De Baets, Manuel Úbeda-Flores, H. E. De Meyer

Publication date: 17 June 2011

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

Full work available at URL: https://doi.org/10.1080/03610920903480866

zbMATH Keywords

tail dependenceLipschitz conditions

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

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Uses Software

• QRM

Cites Work

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