A New Characterization of Bivariate Copulas
DOI10.1080/03610920903151459zbMATH Open1203.62101OpenAlexW2072324786MaRDI QIDQ3058396FDOQ3058396
Authors: Fabrizio Durante, Piotr Jaworski 
Publication date: 22 November 2010
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920903151459
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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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Cited In (33)
- Title not available (Why is that?)
- Derivatives and Fisher information of bivariate copulas
- Extreme biconic copulas: characterization, properties and extensions to aggregation functions
- A differential characterization of the \(d\)-increasingness property
- A new class of bivariate copulas.
- 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
- Title not available (Why is that?)
- 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 copulas with a trapezoid support
- On a new partial order on bivariate distributions and on constrained bounds of their copulas
- On copulas and differential inclusions
- 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
- A recipe for bivariate copulas
- Asymmetric linkages: maxmin vs. reflected maxmin copulas
- On copulas of self-similar Ito processes
- Exchangeable copulas
- Copula-based Markov process
- On convergence of associative copulas and related results
- A generalization of quasi-homogenous copulas
- A NEW MODIFICATION OF THE CUADRAS COPULA
- On conditional value at risk (CoVaR) for tail-dependent copulas
- A class of bivariate independence copula transformations
- Perturbation of bivariate copulas
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