Multivariate copulas with quadratic sections in one variable

DOI10.1007/S00184-009-0256-1MaRDI QIDQ601765zbMATH OpenOpenAlexFDO

Authors José Antonio Rodríguez-Lallena, Manuel Úbeda-Flores

Publication date 29 October 2010

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00184-009-0256-1

zbMATH Keywords

measures of associationdependence conceptsconcordance ordering

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
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• A method to obtain new copulas from a given one
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• Bivariate copulas with quadratic sections
• COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS
• Constructing generalized FGM copulas by means of certain univariate distributions
• Multivariate measures of concordance
• Multivariate versions of Blomqvist's beta and Spearman's footrule
• On some generalized farlie-gumbel-morgenstern distributions
• On the construction of copulas and quasi-copulas with given diagonal sections
• Some new parametric families of multivariate copulas
• Some properties and generalizations of multivariate Eyraud-Gumbel- Morgenstern distributions

Cited in

(19)

• A class of copulas with piecewise linear horizontal sections
• A functional for copulas and quasi-copulas
• Stochastic ordering properties for systems with dependent identically distributed components
• Semi-polynomial copulas
• Directional dependence of random vectors
• Comparisons of coherent systems with non-identically distributed components
• Quadratic constructions of copulas
• A method for constructing higher-dimensional copulas
• Multivariate copulas with cubic sections in one variable
• Preservation of transform orders under a semiparametric model and its mixture
• A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions
• Bivariate copulas with quadratic sections
• Comparisons in the mean residual life order of coherent systems with identically distributed components
• Multivariate copulas with hairpin support
• Polynomial bivariate copulas of degree five: characterization and some particular inequalities
• On the mean and variance residual life comparisons of coherent systems with identically distributed components
• Some results on convexity and concavity of multivariate copulas
• scientific article; zbMATH DE number 5618861 (Why is no real title available?)
• A generalization of quasi-homogenous copulas

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