A class of bivariate independence copula transformations

DOI10.1016/J.FSS.2020.12.022MaRDI QIDQ6081876zbMATH OpenOpenAlexFDO

Authors Martynas Manstavičius, Gediminas Bagdonas

Publication date 26 October 2023

Published in Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.fss.2020.12.022

zbMATH Keywords

concordance ordercopuladependencegeometric convexitysymmetrytail dependence coefficientsTP\(_2\) propertytransformation

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cited in

(16)

• On a class of transformations of copulas and quasi-copulas
• Transformation of a copula using the associated co-copula
• A family of transformed copulas with a singular component
• A class of bivariate copula mappings
• Reflection invariant copulas
• Polynomial copula transformations
• Copula and semicopula transforms
• On the characterization of a class of binary operations on bivariate distribution functions
• On grade transformation and its implications for copulas
• Distribution functions of copulas: A class of bivariate probability integral transforms
• Parameterized transformations and truncation: when is the result a copula?
• Countably piecewise monotonic surjection implicit dependence copulas
• Measure-preserving functions and the independence copula
• A revisit of the modified Celebioglu-Cuadras copula
• On the Gumbel-Barnett extended Celebioglu-Cuadras copula
• The average rectangular volume induced by supermodular aggregation functions

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