A note on biconic copulas

MaRDI QIDQ3098521zbMATH OpenFDO

Authors Fabrizio Durante, Juan Fernández-Sánchez

Publication date 17 November 2011

Full work available at URL https://eudml.org/doc/197024, http://www.kybernetika.cz/content/2011/4/532

zbMATH Keywords

tail dependencediagonal sectionprobability mass distribution

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

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Cites work

• scientific article; zbMATH DE number 5818905 (Why is no real title available?)
• scientific article; zbMATH DE number 1134711 (Why is no real title available?)
• scientific article; zbMATH DE number 1478118 (Why is no real title available?)
• A New Characterization of Bivariate Copulas
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• An introduction to copulas.
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• Conic aggregation functions
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• Copula theory and its applications. Proceedings of the workshop held in Warsaw, Poland, 25--26 September 2009
• Copulas Constructed from Horizontal Sections
• Intervals of 1-Lipschitz aggregation operators, quasi-copulas, and copulas with given affine section
• Modelling total tail dependence along diagonals
• Multivariate copulas with cubic sections in one variable
• New constructions of diagonal patchwork copulas
• OPPOSITE DIAGONAL SECTIONS OF QUASI-COPULAS AND COPULAS
• On quasi-homogeneous copulas
• On the classes of copulas and quasi-copulas with a given diagonal section
• On the construction of copulas and quasi-copulas with given diagonal sections
• Orbital semilinear copulas
• Quasi-copulas with a given sub-diagonal section
• Semilinear copulas

Cited in

(10)

• Copulas, diagonals, and tail dependence
• A note on bivariate Archimax copulas
• Copulas with given track and opposite track sections: solution to a problem on diagonals
• Zero-linear copulas
• Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations
• Maximal directions of monotonicity of an aggregation function
• A note on conjugate distributions for copulas
• Extreme biconic copulas: characterization, properties and extensions to aggregation functions
• The distribution of the probability mass of biconic copulas
• The bivariate normal copula

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