Multivariate Bertino copulas

DOI10.1016/J.JMAA.2015.09.059zbMATH Open1329.62245OpenAlexW1842320249WikidataQ60255822 ScholiaQ60255822MaRDI QIDQ891402FDOQ891402

J. J. Arias García, B. De Baets, H. De Meyer

Publication date: 17 November 2015

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2015.09.059

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zbMATH Keywords

copulaLipschitz continuitydiagonal section\(n\)-copulaBertino copuladiagonal function

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites Work

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Cited In (10)

• Multivariate Markov families of copulas
• Extremal behavior of diagonal and Bertino copulas
• The topological structures of the spaces of diagonal and opposite diagonal functions with the uniform metric
• Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations
• THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS
• A hitchhiker's guide to quasi-copulas
• Extremal Lipschitz continuous aggregation functions with a given diagonal section
• The unwalked path between quasi-copulas and copulas: stepping stones in higher dimensions
• A conjecture of Bertino: from copulas to graph theory
• Multivariate upper semilinear copulas

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