On a class of transformations of copulas and quasi-copulas

DOI10.1016/J.FSS.2008.03.025zbMath1175.62045OpenAlexW2139111928MaRDI QIDQ1037862

Elisabetta Alvoni, Pier Luigi Papini, Fabio L. Spizzichino

Publication date: 17 November 2009

Published in: Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.fss.2008.03.025

zbMATH Keywords

semi-copulasconstruction of semi-copulaslevel curves of survival functionstransformations of copulas and quasi-copulas

Mathematics Subject Classification ID

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

Related Items (16)

Unnamed Item ⋮ Unnamed Item ⋮ MULTIVARIATE COMPOSITE COPULAS ⋮ Unnamed Item ⋮ On tail dependence coefficients of transformed multivariate Archimedean copulas ⋮ A hitchhiker's guide to quasi-copulas ⋮ On structural properties of an asymmetric copula family and its statistical implication ⋮ A note on an idempotent transformation of absolutely continuous Archimedean copulas ⋮ Some results on a transformation of copulas and quasi-copulas ⋮ On distance distribution functions-valued submeasures related to aggregation functions ⋮ Distorted Copulas: Constructions and Tail Dependence ⋮ Semi-copulas, capacities and families of level sets ⋮ Kendall distributions and level sets in bivariate exchangeable survival models ⋮ A concept of duality for multivariate exchangeable survival models ⋮ A family of transformed copulas with a singular component ⋮ A class of bivariate copula mappings

Cites Work

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• Archimax copulas and invariance under transformations
• Kendall distributions and level sets in bivariate exchangeable survival models
• An introduction to copulas.
• Two families of fuzzy integrals
• A characterization of quasi-copulas
• Triangular norms
• Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes
• Copula and semicopula transforms
• A method to obtain new copulas from a given one
• On the multivariate probability integral transformation

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