scientific article; zbMATH DE number 7447348

MaRDI QIDQ3384706zbMATH OpenFDO

Authors

Publication date 17 December 2021

Full work available at URL http://thaijmath.in.cmu.ac.th/index.php/thaijmath/article/view/4635

zbMATH Keywords

bivariate copulacopula transformationFréchet-Hoeffding boundsquadratic polynomial

Mathematics Subject Classification ID

Functional inequalities, including subadditivity, convexity, etc. (39B62) Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Recommendations

• scientific article; zbMATH DE number 2129904
• On a class of transformations of copulas and quasi-copulas
• Some results on a transformation of copulas and quasi-copulas
• Bivariate copulas: transformations, asymmetry and measures of concordance
• A class of bivariate copula mappings
• Transformation of a copula using the associated co-copula
• Distribution functions of copulas: A class of bivariate probability integral transforms
• Approximations of copulas via transformed moments

Cites work

• A class of bivariate copula mappings
• An introduction to copulas.
• Bivariate quadratic copula constructions
• Polynomial copula transformations
• Principles of copula theory
• Quadratic constructions of copulas
• Transformation of a copula using the associated co-copula

Cited in

(23)

• On a class of transformations of copulas and quasi-copulas
• The Fréchet transform
• Novel construction of copulas based on \((\alpha, \beta)\) transformation for fuzzy random variables
• On structural properties of an asymmetric copula family and its statistical implication
• Transformation of a copula using the associated co-copula
• A family of transformed copulas with a singular component
• A class of bivariate copula mappings
• Polynomial copula transformations
• Expansions for bivariate copulas
• Extension of dependence properties to semi-copulas and applications to the mean-variance model
• Bivariate copulas generated by perturbations
• scientific article; zbMATH DE number 5011048 (Why is no real title available?)
• Developing a Wide Easy-to-Generate Class of Bivariate Copulas
• Constructing copulas by means of pairs of order statistics
• On grade transformation and its implications for copulas
• Comparison of increasing directionally convex transformations of random vectors with a common copula
• scientific article; zbMATH DE number 1163784 (Why is no real title available?)
• scientific article; zbMATH DE number 7604433 (Why is no real title available?)
• Distribution functions of copulas: A class of bivariate probability integral transforms
• Parameterized transformations and truncation: when is the result a copula?
• A class of bivariate independence copula transformations
• Links between the incomplete gamma function and the independent and Gumbel copulas
• Bivariate copula decomposition in terms of comonotonicity, countermonotonicity and indepen\-dence

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3384706)