Quadratic constructions of copulas

DOI10.1016/J.INS.2015.03.016MaRDI QIDQ1749608zbMATH OpenOpenAlexFDO

Authors A. Kolesárová, G. Mayor, Radko Mesiar

Publication date 17 May 2018

Published in Information Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ins.2015.03.016

zbMATH Keywords

copulainvariant copulaPlackett copulaquadratic construction

Mathematics Subject Classification ID

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

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Cites work

• A method to obtain new copulas from a given one
• An introduction to copulas. Properties and applications
• Biconic aggregation functions
• Constructing copulas by means of pairs of order statistics
• COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS
• Gluing copulas
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• scientific article; zbMATH DE number 1134711 (Why is no real title available?)
• Measure-preserving transformations, copulæ and compatibility
• New constructions of diagonal patchwork copulas
• On a new construction of 1-Lipschitz aggregation functions, quasi-copulas and copulas
• On the construction of copulas and quasi-copulas with given diagonal sections
• Ordinal sums and idempotents of copulas
• Piecewise linear aggregation functions based on triangulation
• Rectangular Patchwork for Bivariate Copulas and Tail Dependence
• Semilinear copulas
• Soft methods for handling variability and imprecision. Selected papers based on the presentations at the 4th international conference on soft methods in probability and statistics (SMPS'2008), Toulouse, France, September 8--10, 2008.
• Ultramodular aggregation functions
• Univariate conditioning of copulas

Cited in

(19)

• Bivariate quadratic copula constructions
• On \((a,b)\)-transformations of conjunctive functions
• The impact on the properties of the EFGM copulas when extending this family
• New results on perturbation-based copulas
• Polynomial bivariate copulas of degree five: characterization and some particular inequalities
• Matrix representation of copulas and quasi-copulas defined on non-square grids of the unit square
• A class of bivariate copula mappings
• Polynomial copula transformations
• On Quadratic Constructions of Copulas
• scientific article; zbMATH DE number 5618861 (Why is no real title available?)
• scientific article; zbMATH DE number 7447348 (Why is no real title available?)
• Quadratic transformations of multivariate semi-copulas
• A NEW MODIFICATION OF THE CUADRAS COPULA
• Quadratic transformations of copula density and probability density
• Parameterized transformations and truncation: when is the result a copula?
• Bivariate quadratic transformations of quasi-copulas
• Affine rational transformations of copulas and quasi-copulas
• On comprehensive families of copulas involving the three basic copulas and transformations thereof
• Quadratic transformation of multivariate aggregation functions

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