Absolutely Continuous Copulas with Given Diagonal Sections
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Publication:5494727
Recommendations
- Absolutely continuous copulas with given sub-diagonal section
- scientific article; zbMATH DE number 1163783
- COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS
- On a family of copulas constructed from the diagonal section
- Characterization of copulas with given diagonal and opposite diagonal sections
- On the classes of copulas and quasi-copulas with a given diagonal section
- On copulas and their diagonals
- Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations
- On the construction of copulas and quasi-copulas with given diagonal sections
- On the Structure of the Classes of Copulas and Quasi-Copulas with a Given Diagonal Section
Cites work
- A characterization of quasi-copulas
- Bounds for functions of dependent risks
- Copula convergence theorems for tail events.
- COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS
- Estimating the tail-dependence coefficient: properties and pitfalls
- Extreme Financial Risks
- scientific article; zbMATH DE number 5080942 (Why is no real title available?)
- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
- scientific article; zbMATH DE number 3234211 (Why is no real title available?)
- scientific article; zbMATH DE number 2231189 (Why is no real title available?)
- Lower tail dependence for Archimedean copulas: characterizations and pitfalls
- Modelling total tail dependence along diagonals
- Non-parametric Estimation of Tail Dependence
- On a family of copulas constructed from the diagonal section
- On the construction of copulas and quasi-copulas with given diagonal sections
- On the Construction of Families of Absolutely Continuous Copulas with Given Restrictions
- Tail asymptotics for the sum of two heavy-tailed dependent risks
Cited in
(32)- Diagonal plane sections of trivariate copulas
- Characterization of copulas with given diagonal and opposite diagonal sections
- Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations
- On the relationships between copulas of order statistics and marginal distributions
- On the degree of asymmetry of a quasi-copula with respect to a curve
- Maximum entropy copula with given diagonal section
- Absolutely continuous copulas with given sub-diagonal section
- Coupling of Wiener processes by using copulas
- Ortholinear and paralinear semi-copulas
- Some members of the class of (quasi-)copulas with given diagonal from the Markov kernel perspective
- On the classes of copulas and quasi-copulas with a given diagonal section
- A new method for the construction of bivariate Archimedean copulas based on the function
- On distributions of order statistics for absolutely continuous copulas with applications to reliability
- Rectangular Patchwork for Bivariate Copulas and Tail Dependence
- Orbital semilinear copulas
- Lower semiquadratic copulas with a given diagonal section
- Biconic aggregation functions
- Semiquadratic copulas based on horizontal and vertical interpolation
- Copulas, diagonals, and tail dependence
- On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators
- Semi-polynomial copulas
- Absolutely continuous copulas with prescribed support constructed by differential equations, with an application in toxicology
- The topological structures of the spaces of diagonal and opposite diagonal functions with the uniform metric
- On the pointwise supremum of the set of copulas with a given curvilinear section
- On an upper bound of the set of copulas with a given curvilinear section
- Quantile dependence: a generalization of upper and lower tail dependence
- On Bertino copulas and the Markov product
- On copulas and their diagonals
- New constructions of diagonal patchwork copulas
- On a family of copulas partially coinciding with the Fréchet-Hoeffding boundaries
- Construction methods for absolutely continuous copulas with specified curvilinear sections
- Multivariate Bertino copulas
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