Some results on a transformation of copulas and quasi-copulas

DOI10.1016/J.INS.2013.09.023MaRDI QIDQ498027zbMATH OpenOpenAlexFDO

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

copuladependence propertiesMarshal-Olkin copulameasures of associationquasi-copulatail dependence

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)

• On a class of transformations of copulas and quasi-copulas
• Curved splicing of copulas
• A hitchhiker's guide to quasi-copulas
• On structural properties of an asymmetric copula family and its statistical implication
• A note on an idempotent transformation of absolutely continuous Archimedean copulas
• Defects and transformations of quasi-copulas
• scientific article; zbMATH DE number 7447348 (Why is no real title available?)
• scientific article; zbMATH DE number 5595984 (Why is no real title available?)
• On grade transformation and its implications for copulas
• A generalization of quasi-homogenous copulas
• Diverse copulas through Durante's method. Exploring parametric functions

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