Lower semiquadratic copulas with a given diagonal section
From MaRDI portal
Publication:389257
DOI10.1016/j.jspi.2013.02.005zbMath1278.62070WikidataQ60256488 ScholiaQ60256488MaRDI QIDQ389257
Bernard De Baets, Tarad Jwaid, H. E. De Meyer
Publication date: 20 January 2014
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2013.02.005
62H05: Characterization and structure theory for multivariate probability distributions; copulas
Related Items
Semi-polynomial copulas, Ortholinear and paralinear semi-copulas, The role of generalized convexity in conic copula constructions
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Measures of non-exchangeability for bivariate random vectors
- Biconic aggregation functions
- An introduction to copulas.
- Semilinear copulas
- A class of copulas with piecewise linear horizontal sections
- Extremes of nonexchangeability
- On the construction of copulas and quasi-copulas with given diagonal sections
- On the relationship between Spearman's rho and Kendall's tau for pairs of continuous random variables
- On a family of copulas constructed from the diagonal section
- Constructing Copulas with Given Diagonal and Opposite Diagonal Sections
- Non-parametric Estimation of Tail Dependence
- COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS
- OPPOSITE DIAGONAL SECTIONS OF QUASI-COPULAS AND COPULAS
- Bivariate copulas with quadratic sections
- Copulas Constructed from Horizontal Sections
- Absolutely Continuous Copulas with Given Diagonal Sections
