A note on biconic copulas

zbMATH Open1227.62036MaRDI QIDQ3098521FDOQ3098521

Fabrizio Durante, Juan Fernández-Sánchez

Publication date: 17 November 2011

Full work available at URL: https://eudml.org/doc/197024

Recommendations

• scientific article; zbMATH DE number 1163783
• On copulas and their diagonals
• Copulas, diagonals, and tail dependence
• COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS
• A new class of bivariate copulas.

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)

Cites Work

• Title not available (Why is that?)
• An introduction to copulas.
• Semilinear copulas
• Copula theory and its applications. Proceedings of the workshop held in Warsaw, Poland, 25--26 September 2009
• Constructing Copulas with Given Diagonal and Opposite Diagonal Sections
• COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS
• Title not available (Why is that?)
• OPPOSITE DIAGONAL SECTIONS OF QUASI-COPULAS AND COPULAS
• Conic aggregation functions
• Title not available (Why is that?)
• On the construction of copulas and quasi-copulas with given diagonal sections
• Modelling total tail dependence along diagonals
• Multivariate copulas with cubic sections in one variable
• A New Characterization of Bivariate Copulas
• Copulas Constructed from Horizontal Sections
• A class of copulas with piecewise linear horizontal sections
• Title not available (Why is that?)
• Biconic aggregation functions with a given diagonal or opposite diagonal section
• New constructions of diagonal patchwork copulas
• Intervals of 1-Lipschitz aggregation operators, quasi-copulas, and copulas with given affine section
• ON THE CLASSES OF COPULAS AND QUASI-COPULAS WITH A GIVEN DIAGONAL SECTION
• Title not available (Why is that?)
• Title not available (Why is that?)
• Quasi-copulas with a given sub-diagonal section

Cited In (8)

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

This page was built for publication: A note on biconic copulas

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3098521)