On the Construction of Families of Absolutely Continuous Copulas with Given Restrictions

DOI10.1080/03610920500498758zbMATH Open1098.60017OpenAlexW1989764297MaRDI QIDQ5484658FDOQ5484658

Authors: Arturo Erdely, José M. González-Barrios 

Publication date: 21 August 2006

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920500498758

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zbMATH Keywords

diagonal sections

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Foundations of probability theory (60A99)

Cites Work

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Cited In (18)

• Measures of non-exchangeability for bivariate random vectors
• Gluing Copulas
• Rectangular Patchwork for Bivariate Copulas and Tail Dependence
• Absolutely Continuous Copulas with Given Diagonal Sections
• On the classes of copulas and quasi-copulas with a given diagonal section
• The dominance relation in some families of continuous Archimedean t-norms and copulas
• A construction method of semicopulas from fuzzy negations
• Absolutely continuous copulas with given sub-diagonal section
• Intervals of 1-Lipschitz aggregation operators, quasi-copulas, and copulas with given affine section
• Maximum entropy copula with given diagonal section
• Copulas with given values on a horizontal and a vertical section
• Orbital semilinear copulas
• Constructing copulas with given diagonal and opposite diagonal sections
• Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations
• Ordinal sums: from triangular norms to bi- and multivariate copulas
• Copulas, diagonals, and tail dependence
• COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS
• Copulas with given values on the tails

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