Bivariate Contours of Copula

DOI10.1080/03610910008813608MaRDI QIDQ4490153zbMATH OpenOpenAlexFDO

Authors Abderrahmane Chakak, M. Ezzerg

Publication date 10 July 2000

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610910008813608

zbMATH Keywords

copulasimulationbivariate quantile function

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 3870293 (Why is no real title available?)
• A class of bivariate distributions including the bivariate logistic
• A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
• Bivariate Distributions With Nonmonotone Dependence Structure
• Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
• Nonparametric Statistical Data Modeling
• On the simultaneous associativity of F(x,y) and x+y-F(x,y)
• Propriétés statistiques des copules de valeurs extrêmes bidimensionnelles
• Statistical Inference Procedures for Bivariate Archimedean Copulas

Cited in

(7)

• scientific article; zbMATH DE number 1163784 (Why is no real title available?)
• Hierarchical Kendall copulas: properties and inference
• On multivariate extensions of value-at-risk
• On multivariate extensions of conditional-tail-expectation
• On the multivariate probability integral transformation
• On some properties of two vector-valued VaR and CTE multivariate risk measures for Archimedean copulas
• Perturbation of bivariate copulas

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