Some new ratio-type copulas: theory and properties

DOI10.4064/am2436-12-2021zbMath1492.62092OpenAlexW4214723611MaRDI QIDQ5095724

Christophe Chesneau

Publication date: 10 August 2022

Published in: Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/am2436-12-2021

zbMATH Keywords

copulastail dependencemathematical inequalitiesassociation properties

Mathematics Subject Classification ID

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

Cites Work

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• Constructing generalized FGM copulas by means of certain univariate distributions
• On nonparametric measures of dependence for random variables
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• A class of bivariate copula mappings
• Copula Modeling: An Introduction for Practitioners
• Symmetry and dependence properties within a semiparametric family of bivariate copulas
• Principles of Copula Theory
• Some properties of the bivariate Burr type III distribution
• Understanding Relationships Using Copulas
• Dependence measures for extreme value analyses

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