A New Characterization of Bivariate Copulas
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Publication:3058396
Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20) Differentiation (real functions of one variable): general theory, generalized derivatives, mean value theorems (26A24) Functions of several variables (26B99)
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Cites work
- scientific article; zbMATH DE number 2231189 (Why is no real title available?)
- 2-increasing binary aggregation operators
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- A new class of bivariate copulas.
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- COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS
- Constructing copula functions with weighted geometric means
- Construction of multivariate distributions with given marginals
- Gluing copulas
- Intervals of 1-Lipschitz aggregation operators, quasi-copulas, and copulas with given affine section
- OPPOSITE DIAGONAL SECTIONS OF QUASI-COPULAS AND COPULAS
- On the characterization of a class of binary operations on distribution functions
- On the construction of copulas and quasi-copulas with given diagonal sections
- On uniform tail expansions of bivariate copulas
- Rectangular Patchwork for Bivariate Copulas and Tail Dependence
- Tail dependence functions and vine copulas
- Tail risk of multivariate regular variation
Cited in
(33)- Derivatives and Fisher information of bivariate copulas
- scientific article; zbMATH DE number 5992126 (Why is no real title available?)
- Extreme biconic copulas: characterization, properties and extensions to aggregation functions
- A new class of bivariate copulas.
- A differential characterization of the \(d\)-increasingness property
- On differential properties of copulas
- Spearman's footrule and Gini's gamma: local bounds for bivariate copulas and the exact region with respect to Blomqvist's beta
- Shock models with dependence and asymmetric linkages
- A note on biconic copulas
- On the characterization of copulas by differential equations
- scientific article; zbMATH DE number 5952402 (Why is no real title available?)
- Reflected maxmin copulas and modeling quadrant subindependence
- New families of bivariate copulas via unit Weibull distortion
- Bounds on Capital Requirements For Bivariate Risk with Given Marginals and Partial Information on the Dependence
- Expansions for bivariate copulas
- On a new partial order on bivariate distributions and on constrained bounds of their copulas
- On copulas and differential inclusions
- On copulas with a trapezoid support
- The key role of convexity in some copula constructions
- Covar of families of copulas
- Constructing copulas from shock models with imprecise distributions
- Solution to two open problems on perturbations of the product copula
- On copulas of self-similar Ito processes
- Asymmetric linkages: maxmin vs. reflected maxmin copulas
- A recipe for bivariate copulas
- Exchangeable copulas
- Copula-based Markov process
- On convergence of associative copulas and related results
- A generalization of quasi-homogenous copulas
- On conditional value at risk (CoVaR) for tail-dependent copulas
- A NEW MODIFICATION OF THE CUADRAS COPULA
- A class of bivariate independence copula transformations
- Perturbation of bivariate copulas
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