OPPOSITE DIAGONAL SECTIONS OF QUASI-COPULAS AND COPULAS
DOI10.1142/S0218488509006108zbMATH Open1183.62087OpenAlexW1971810600WikidataQ60257705 ScholiaQ60257705MaRDI QIDQ3638809FDOQ3638809
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
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copulatail dependenceLipschitz conditiondiagonal sectionopposite diagonal sectionquasi-copulaopposite symmetry
Cites Work
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- Using copulae to bound the value-at-risk for functions of dependent risks
- Semilinear copulas
- On the characterization of a class of binary operations on distribution functions
- COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS
- On the construction of copulas and quasi-copulas with given diagonal sections
- Modelling total tail dependence along diagonals
- Some concepts of bivariate symmetry
- Best-possible bounds on sets of bivariate distribution functions
- Intervals of 1-Lipschitz aggregation operators, quasi-copulas, and copulas with given affine section
- Bivariate symmetry: definitions and basic properties
Cited In (26)
- On the existence of a trivariate copula with given values of a trivariate quasi-copula at several points
- Best-possible bounds on the set of copulas with given degree of non-exchangeability
- 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
- Semi-polynomial copulas
- Ortholinear and paralinear semi-copulas
- Lower semiquadratic copulas with a given diagonal section
- Absolutely continuous copulas with prescribed support constructed by differential equations, with an application in toxicology
- Biconic aggregation functions
- 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
- The topological structures of the spaces of diagonal and opposite diagonal functions with the uniform metric
- 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
- 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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