Multivariate copulas with cubic sections in one variable

DOI10.1080/10485250801908355zbMATH Open1136.62349OpenAlexW3163421286MaRDI QIDQ5457952FDOQ5457952

Manuel Úbeda-Flores

Publication date: 10 April 2008

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250801908355

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zbMATH Keywords

dependence conceptsconcordance orderingmultivariate Blomqvist's beta

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20) Inequalities; stochastic orderings (60E15)

Cites Work

• An introduction to copulas.
• Multivariate versions of Blomqvist's beta and Spearman's footrule
• Bivariate copulas with cubic sections
• Bivariate copulas with quadratic sections

Cited In (9)

• Non-exchangeability of negatively dependent random variables
• A functional for copulas and quasi-copulas
• Semi-polynomial copulas
• Multivariate measures of concordance for copulas and their marginals
• A method for constructing higher-dimensional copulas
• Multivariate copulas with given values at two arbitrary points
• Copulas, diagonals, and tail dependence
• Polynomial bivariate copulas of degree five: characterization and some particular inequalities
• Title not available (Why is that?)

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