Convex combinations of quadrant dependent copulas

DOI10.1016/J.AML.2012.08.019zbMATH Open1402.62092OpenAlexW2027794898MaRDI QIDQ691749FDOQ691749

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

Recommendations

• Stochastic Comparison of Random Vectors with a Common Copula
• The geometry of certain fixed marginal probability distributions
• Bivariate quadratic copula constructions
• Validation of positive quadrant dependence
• A weak quadrant dependence concept with applications

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)

Cited In (2)

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

This page was built for publication: Convex combinations of quadrant dependent copulas

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q691749)