On copulas and their diagonals
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Publication:730890
DOI10.1016/J.INS.2008.09.006zbMATH Open1171.62332OpenAlexW2042579128MaRDI QIDQ730890FDOQ730890
Authors: Piotr Jaworski 
Publication date: 1 October 2009
Published in: Information Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ins.2008.09.006
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Characterization and structure theory for multivariate probability distributions; copulas (62H05) Order statistics; empirical distribution functions (62G30)
Cites Work
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Cited In (46)
- Maximal non-exchangeability in dimension \(d\)
- Some members of the class of (quasi-)copulas with given diagonal from the Markov kernel perspective
- Extremal behavior of diagonal and Bertino copulas
- Title not available (Why is that?)
- Title not available (Why is that?)
- On differential properties of copulas
- Connecting copula properties with reliability properties of coherent systems
- Preservation of some stochastic orders by distortion functions with application to coherent systems with exchangeable components
- Contributions to the diagonal expansion of a bivariate copula with continuous extensions
- Essential closures and supports of multivariate copulas
- Directional dependence of random vectors
- On distributions of order statistics for absolutely continuous copulas with applications to reliability
- Absolutely Continuous Copulas with Given Diagonal Sections
- On the classes of copulas and quasi-copulas with a given diagonal section
- On the estimation of Pareto fronts from the point of view of copula theory
- The distribution of the probability mass of biconic copulas
- A note on biconic copulas
- Zero-linear copulas
- Frank's condition for multivariate Archimedean copulas
- On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators
- On a comparison between Mahalanobis distance and Choquet integral: the Choquet-Mahalanobis operator
- Absolutely continuous copulas with given sub-diagonal section
- Multivariate Bertino copulas
- Maximum entropy copula with given diagonal section
- The topological structures of the spaces of diagonal and opposite diagonal functions with the uniform metric
- Copulas with maximum entropy
- Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations
- Diagonal plane sections of trivariate copulas
- A hitchhiker's guide to quasi-copulas
- \(d\)-dimensional dependence functions and Archimax copulas
- Extremal Lipschitz continuous aggregation functions with a given diagonal section
- The bivariate normal copula
- A probabilistic view on semilinear copulas
- Diagonal sections of copulas, multivariate conditional hazard rates and distributions of order statistics for minimally stable lifetimes
- Generating unfavourable VaR scenarios under Solvency II with patchwork copulas
- Copulas, diagonals, and tail dependence
- On a family of copulas constructed from the diagonal section
- Multivariate copulas with hairpin support
- Characterizations of Archimedean \(n\)-copulas.
- Comparisons of series and parallel systems with components sharing the same copula
- Multivariate upper semilinear copulas
- New constructions of diagonal patchwork copulas
- Characterization of copulas with given diagonal and opposite diagonal sections
- On the relationships between copulas of order statistics and marginal distributions
- Sample \(d\)-copula of order \(m\)
- Title not available (Why is that?)
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