On the Construction of Families of Absolutely Continuous Copulas with Given Restrictions
From MaRDI portal
Publication:5484658
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
Recommendations
- COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS
- Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations
- On a family of copulas constructed from the diagonal section
- Absolutely continuous copulas with given sub-diagonal section
- On the construction of copulas and quasi-copulas with given diagonal sections
Cites Work
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
This page was built for publication: On the Construction of Families of Absolutely Continuous Copulas with Given Restrictions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5484658)