Rectangular Patchwork for Bivariate Copulas and Tail Dependence
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Publication:3396355
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Cites work
- scientific article; zbMATH DE number 3870293 (Why is no real title available?)
- scientific article; zbMATH DE number 5080942 (Why is no real title available?)
- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
- scientific article; zbMATH DE number 2231189 (Why is no real title available?)
- A Primer on Copulas for Count Data
- Absolutely Continuous Copulas with Given Diagonal Sections
- COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS
- Copulas Constructed from Horizontal Sections
- Extreme Financial Risks
- Extremes of nonexchangeability
- Gluing copulas
- Intervals of 1-Lipschitz aggregation operators, quasi-copulas, and copulas with given affine section
- Modelling total tail dependence along diagonals
- Multivariate extremes and the aggregation of dependent risks: examples and counter-examples
- On a family of copulas constructed from the diagonal section
- On representations of 2-increasing binary aggregation functions
- On the Construction of Families of Absolutely Continuous Copulas with Given Restrictions
- On the construction of copulas and quasi-copulas with given diagonal sections
- Quasi-copulas with a given sub-diagonal section
- Semilinear copulas
- Triangular norms
Cited in
(49)- The topological structures of the spaces of copulas and subcopulas
- Univariate conditioning of copulas
- Quadratic constructions of copulas
- New results on perturbation-based copulas
- Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity
- Componentwise concave copulas and their asymmetry
- The key role of convexity in some copula constructions
- Convergence results for patchwork copulas
- Non-exchangeability of copulas arising from shock models
- Ultramodular aggregation functions
- Copulas with given values on the tails
- On \((a,b)\)-transformations of conjunctive functions
- Constructing copulas with given diagonal and opposite diagonal sections
- Copulas, diagonals, and tail dependence
- Patched approximations and their convergence
- Characterization of all copulas associated with non-continuous random variables
- Novel construction of copulas based on \((\alpha, \beta)\) transformation for fuzzy random variables
- New constructions of diagonal patchwork copulas
- Ultramodularity and copulas
- Absolutely continuous copulas with given sub-diagonal section
- On a new construction of 1-Lipschitz aggregation functions, quasi-copulas and copulas
- Extreme semilinear copulas
- On the characterization of copulas by differential equations
- Ordinal sums: from triangular norms to bi- and multivariate copulas
- Marshall-Olkin type copulas generated by a global shock
- Bivariate quadratic copula constructions
- Invariant dependence structure under univariate truncation
- Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations
- On the \(\alpha \)-migrativity of semicopulas, quasi-copulas, and copulas
- Characterization of copulas with given diagonal and opposite diagonal sections
- Truncation invariant copulas and a testing procedure
- Curved splicing of copulas
- On representations of 2-increasing binary aggregation functions
- An order of asymmetry in copulas, and implications for risk management
- Polynomial copula transformations
- Spatial contagion between financial markets: a copula-based approach
- Testing asymmetry in dependence with copula-coskewness
- On the relationship between modular functions and copulas
- The role of generalized convexity in conic copula constructions
- On the \(\alpha \)-migrativity of multivariate semi-copulas
- Asymmetric copulas and their application in design of experiments
- Zero-sets of copulas
- On the classes of copulas and quasi-copulas with a given diagonal section
- RELATIONSHIPS BETWEEN IMPORTANCE MEASURES AND REDUNDANCY IN SYSTEMS WITH DEPENDENT COMPONENTS
- A New Characterization of Bivariate Copulas
- Non-exchangeability of negatively dependent random variables
- Joint modelling of the body and tail of bivariate data
- Parameterized transformations and truncation: when is the result a copula?
- Shuffles of copulas
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