Convex combinations of quadrant dependent copulas

DOI10.1016/J.AML.2012.08.019MaRDI QIDQ691749zbMATH OpenOpenAlexFDO

Authors Martín Egozcue, Luis Fuentes García, Wing-Keung Wong, Ričardas Zitikis

Publication date 4 December 2012

Published in Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.aml.2012.08.019

zbMATH Keywords

copulaconvex combinationquadrant dependencequadrant dependence in expectation

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Portfolio theory (91G10)

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Cited in

(2)

• On Quadratic Constructions of Copulas
• Confidence band for expectation dependence with applications

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