Rectangular Patchwork for Bivariate Copulas and Tail Dependence
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Publication:3396355
DOI10.1080/03610920802571203zbMATH Open1170.62329OpenAlexW2024311735MaRDI QIDQ3396355FDOQ3396355
Authors: Fabrizio Durante, Susanne Saminger-Platz, Peter Sarkoci 
Publication date: 18 September 2009
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920802571203
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Cited In (49)
- The topological structures of the spaces of copulas and subcopulas
- Patched approximations and their convergence
- Zero-sets of copulas
- Non-exchangeability of negatively dependent random variables
- Non-exchangeability of copulas arising from shock models
- On representations of 2-increasing binary aggregation functions
- Characterization of all copulas associated with non-continuous random variables
- Bivariate quadratic copula constructions
- On the classes of copulas and quasi-copulas with a given diagonal section
- A New Characterization of Bivariate Copulas
- Quadratic constructions of copulas
- Curved splicing of copulas
- Ultramodular aggregation functions
- On the characterization of copulas by differential equations
- New results on perturbation-based copulas
- Ultramodularity and copulas
- Testing asymmetry in dependence with copula-coskewness
- The role of generalized convexity in conic copula constructions
- Componentwise concave copulas and their asymmetry
- Polynomial copula transformations
- On the \(\alpha \)-migrativity of multivariate semi-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
- An order of asymmetry in copulas, and implications for risk management
- Joint modelling of the body and tail of bivariate data
- Parameterized transformations and truncation: when is the result a copula?
- Univariate conditioning of copulas
- Constructing copulas with given diagonal and opposite diagonal sections
- Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations
- On the \(\alpha \)-migrativity of semicopulas, quasi-copulas, and copulas
- Marshall-Olkin type copulas generated by a global shock
- Ordinal sums: from triangular norms to bi- and multivariate copulas
- The key role of convexity in some copula constructions
- Novel construction of copulas based on \((\alpha, \beta)\) transformation for fuzzy random variables
- Copulas, diagonals, and tail dependence
- Convergence results for patchwork copulas
- Invariant dependence structure under univariate truncation
- Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity
- On \((a,b)\)-transformations of conjunctive functions
- Spatial contagion between financial markets: a copula-based approach
- New constructions of diagonal patchwork copulas
- Characterization of copulas with given diagonal and opposite diagonal sections
- Truncation invariant copulas and a testing procedure
- Asymmetric copulas and their application in design of experiments
- Shuffles of copulas
- RELATIONSHIPS BETWEEN IMPORTANCE MEASURES AND REDUNDANCY IN SYSTEMS WITH DEPENDENT COMPONENTS
- Copulas with given values on the tails
- On the relationship between modular functions and copulas
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