Some results on a transformation of copulas and quasi-copulas

DOI10.1016/J.INS.2013.09.023zbMATH Open1321.62053OpenAlexW2061885664MaRDI QIDQ498027FDOQ498027

Authors: Ali Dolati, Soheyla Mohseni, Manuel Úbeda-Flores 

Publication date: 25 September 2015

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ins.2013.09.023

zbMATH Keywords

copulatail dependencemeasures of associationquasi-copuladependence propertiesMarshal-Olkin copula

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cited In (11)

• Defects and transformations of quasi-copulas
• Curved splicing of copulas
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• A note on an idempotent transformation of absolutely continuous Archimedean copulas
• A hitchhiker's guide to quasi-copulas
• On structural properties of an asymmetric copula family and its statistical implication
• Title not available (Why is that?)
• Diverse copulas through Durante's method. Exploring parametric functions
• On grade transformation and its implications for copulas
• A generalization of quasi-homogenous copulas
• On a class of transformations of copulas and quasi-copulas

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