Archimax copulas and invariance under transformations
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Cites work
- A characterization of Gumbel's family of extreme value distributions
- A class of bivariate distributions including the bivariate logistic
- An introduction to copulas. Properties and applications
- Associative functions. Triangular norms and copulas
- Bivariate distributions with given extreme value attractor
- Bivariate extreme value theory: Models and estimation
- Extreme value attractors for star unimodal copulas
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- scientific article; zbMATH DE number 3836635 (Why is no real title available?)
- scientific article; zbMATH DE number 3870293 (Why is no real title available?)
- scientific article; zbMATH DE number 3820920 (Why is no real title available?)
- scientific article; zbMATH DE number 193528 (Why is no real title available?)
- scientific article; zbMATH DE number 1889714 (Why is no real title available?)
- Triangular norms
Cited in
(30)- On a class of transformations of copulas and quasi-copulas
- On an idempotent transformation of aggregation functions and its application on absolutely continuous Archimedean copulas
- Flipping and cyclic shifting of binary aggregation functions
- \(D_s\)-optimality in copula models
- On tail dependence coefficients of transformed multivariate Archimedean copulas
- Measure-invariance of copula functions as tool for testing no-arbitrage assumption
- When a copula is Archimax
- On distributions with fixed marginals maximizing the joint or the prior default probability, estimation, and related results
- Curved splicing of copulas
- Modeling autoregressive fuzzy time series data based on semi-parametric methods
- Multiple criteria decision making based on weighted Archimedean power partitioned Bonferroni aggregation operators of generalised orthopair membership grades
- Fubini theorem and generalized Minkowski inequality for the pseudo-integral
- Semi-copulas, capacities and families of level sets
- scientific article; zbMATH DE number 5818905 (Why is no real title available?)
- Constructing copulas by means of pairs of order statistics
- Archimedean copulas, exchangeability, and max-stability
- How to improve the fit of Archimedean copulas by means of transforms
- On the local uniqueness of the fixed point of the probabilistic q-contraction in fuzzy metric spaces
- Asymmetric copulas and their application in design of experiments
- Transformations of copulas.
- On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators
- Aggregation of sequence of fuzzy measures
- A generalization of quasi-homogenous copulas
- Aggregation functions: construction methods, conjunctive, disjunctive and mixed classes
- Hesitant fuzzy linguistic Hamy mean aggregation operators and their application to linguistic multiple attribute decision-making
- Multi-valued Choquet integral based on a couple of set functions with an application in multi-attribute decision-making
- Interval-valued quasisupermodular function and monotone comparative statics
- Fuzzy Esscher changes of measure and copula invariance in Lévy markets
- Construction of non-exchangeable bivariate distribution functions
- Using distortions of copulas to price synthetic CDOs
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