On the construction of copulas and quasi-copulas with given diagonal sections

DOI10.1016/j.insmatheco.2006.11.011zbMath1152.60311OpenAlexW2023184080MaRDI QIDQ998258

José Antonio Rodríguez-Lallena, Roger B. Nelsen, José Juan Quesada-Molina, Manuel Úbeda-Flores

Publication date: 28 January 2009

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2006.11.011

zbMATH Keywords

copulasboundsdistribution functionsquasi-copulasdiagonal sections

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory of statistical distributions (62E10)

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