Univariate conditioning of copulas
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Cites work
- 2-increasing binary aggregation operators
- An introduction to copulas.
- Copula convergence theorems for tail events.
- Copulas with truncation-invariance property
- Gluing copulas
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- scientific article; zbMATH DE number 1986059 (Why is no real title available?)
- Limiting dependence structures for tail events, with applications to credit derivatives
- On representations of 2-increasing binary aggregation functions
- Quasi- and pseudo-inverses of monotone functions, and the construction of t-norms
- Rectangular Patchwork for Bivariate Copulas and Tail Dependence
- Tail dependence from a distributional point of view
- Threshold copulas and positive dependence
Cited in
(29)- Characterizations of bivariate conic, extreme value, and Archimax copulas
- Bivariate quadratic copula constructions
- Quadratic constructions of copulas
- Conditioning of copulas: transformations, invariance and measures of concordance
- Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity
- Novel construction of copulas based on \((\alpha, \beta)\) transformation for fuzzy random variables
- On the class of truncation invariant bivariate copulas under constraints
- The key role of convexity in some copula constructions
- Polynomial copula transformations
- Univariate conditioning of vine copulas
- On a new construction of 1-Lipschitz aggregation functions, quasi-copulas and copulas
- Ultramodularity and copulas
- New families of symmetric/asymmetric copulas
- On copulas and differential inclusions
- The limiting properties of copulas under univariate conditioning
- On the characterization of copulas by differential equations
- Conditionalization of copula-based models
- scientific article; zbMATH DE number 5872850 (Why is no real title available?)
- On Generators in Archimedean Copulas
- Ultramodular aggregation functions
- Gaussian approximation of conditional elliptical copulas
- Truncation invariant copulas and a testing procedure
- Additive generators of copulas
- scientific article; zbMATH DE number 5063698 (Why is no real title available?)
- Joint modelling of the body and tail of bivariate data
- Ordinal sums: from triangular norms to bi- and multivariate copulas
- Invariant dependence structures and Archimedean copulas
- On spatial contagion and multivariate GARCH models
- On comprehensive families of copulas involving the three basic copulas and transformations thereof
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