Semi-polynomial copulas

DOI10.1080/10485252.2013.839788MaRDI QIDQ5419458zbMATH OpenOpenAlexFDO

Authors Juan Fernández-Sánchez, Manuel Úbeda-Flores

Publication date 6 June 2014

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485252.2013.839788

zbMATH Keywords

copulameasure of associationtail dependencetwo-increasing property

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Measures of association (correlation, canonical correlation, etc.) (62H20)

Recommendations

• Bivariate copulas with cubic sections
• Multivariate copulas with quadratic sections in one variable
• Semilinear copulas
• Multivariate copulas with cubic sections in one variable
• Semiquadratic copulas based on horizontal and vertical interpolation

Cites work

• A class of copulas with piecewise linear horizontal sections
• A new class of bivariate copulas.
• Absolutely Continuous Copulas with Given Diagonal Sections
• An introduction to copulas.
• Bivariate copulas with cubic sections
• Bivariate copulas with quadratic sections
• Characterization of all copulas associated with non-continuous random variables
• Constructing copulas with given diagonal and opposite diagonal sections
• Copulas Constructed from Horizontal Sections
• COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS
• Copulæ: some mathematical aspects
• Estimating the tail-dependence coefficient: properties and pitfalls
• Lower semiquadratic copulas with a given diagonal section
• Multivariate copulas with cubic sections in one variable
• Multivariate copulas with quadratic sections in one variable
• Non-parametric Estimation of Tail Dependence
• On the characterization of a class of binary operations on distribution functions
• On the construction of copulas and quasi-copulas with given diagonal sections
• OPPOSITE DIAGONAL SECTIONS OF QUASI-COPULAS AND COPULAS
• Semilinear copulas
• Simulating copulas. Stochastic models, sampling algorithms and applications. With contributions by Claudia Czado, Elke Korn, Ralf Korn and Jakob Stöber

Cited in

(15)

• Polynomial bivariate copulas of degree five: characterization and some particular inequalities
• Semi-copulas, capacities and families of level sets
• Multivariate upper semilinear copulas
• A positive dependence notion based on componentwise unimodality of copulas
• Quadratic transformations of multivariate semi-copulas
• Bivariate copulas with cubic sections
• Symmetry and dependence properties within a semiparametric family of bivariate copulas
• Semiquadratic copulas based on horizontal and vertical interpolation
• Semicopulæ.
• Semicopulas: characterizations and applicability
• Multivariate copulas with cubic sections in one variable
• Multivariate copulas with quadratic sections in one variable
• Extreme semilinear copulas
• Construction of new bivariate semilinear copulas based on the Ali-Mikhail-Haq, Farlie-Gumbel-Morgenstern and Plackett families
• Semilinear copulas

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