OPPOSITE DIAGONAL SECTIONS OF QUASI-COPULAS AND COPULAS

DOI10.1142/S0218488509006108MaRDI QIDQ3638809zbMATH OpenOpenAlexWikidataFDO

Authors B. De Baets, Manuel Úbeda-Flores, H. De Meyer

Publication date 28 October 2009

Published in International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0218488509006108

zbMATH Keywords

copula tail dependence Lipschitz condition diagonal section opposite diagonal section quasi-copula opposite symmetry

Mathematics Subject Classification ID

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

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Cites work

scientific article; zbMATH DE number 2231189 (Why is no real title available?)
A characterization of quasi-copulas
Best-possible bounds on sets of bivariate distribution functions
Bivariate symmetry: definitions and basic properties
COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS
Intervals of 1-Lipschitz aggregation operators, quasi-copulas, and copulas with given affine section
Modelling total tail dependence along diagonals
On the characterization of a class of binary operations on distribution functions
On the construction of copulas and quasi-copulas with given diagonal sections
Semilinear copulas
Some Concepts of Dependence
Some concepts of bivariate symmetry
Using copulae to bound the value-at-risk for functions of dependent risks

Cited in

(26)

Best-possible bounds on the set of copulas with given degree of non-exchangeability
On the existence of a trivariate copula with given values of a trivariate quasi-copula at several points
Copulas with given track and opposite track sections: solution to a problem on diagonals
Best-possible bounds on the sets of copulas and quasi-copulas with given curvilinear sections
Ortholinear and paralinear semi-copulas
Semi-polynomial copulas
Lower semiquadratic copulas with a given diagonal section
Biconic aggregation functions
Absolutely continuous copulas with prescribed support constructed by differential equations, with an application in toxicology
A New Characterization of Bivariate Copulas
Curved splicing of copulas
A note on biconic copulas
New results on perturbation-based copulas
On the construction of copulas and quasi-copulas with given diagonal sections
The role of generalized convexity in conic copula constructions
Polynomial copula transformations
Quasi-copulas with a given sub-diagonal section
Absolutely continuous copulas with given sub-diagonal section
Orbital semilinear copulas
Constructing copulas with given diagonal and opposite diagonal sections
Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations
The topological structures of the spaces of diagonal and opposite diagonal functions with the uniform metric
A hitchhiker's guide to quasi-copulas
Characterization of copulas with given diagonal and opposite diagonal sections
On the construction of a semiparametric family of bivariate copulas using the opposite diagonal section of copulas
Semiquadratic copulas based on horizontal and vertical interpolation

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