Are copulas unimodal?

DOI10.1016/S0047-259X(02)00030-1zbMath1028.60009MaRDI QIDQ1400143

Ioan Cuculescu, Radu Theodorescu

Publication date: 13 August 2003

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

copulaunimodalitydiagonal sectionsArchimedean case

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items (5)

A positive dependence notion based on componentwise unimodality of copulas ⋮ Extreme biconic copulas: characterization, properties and extensions to aggregation functions ⋮ Archimedean copulae and positive dependence ⋮ Non-parametric Estimation of Tail Dependence ⋮ Extreme value attractors for star unimodal copulas

Cites Work

• An introduction to copulas. Properties and applications
• A characterization of quasi-copulas
• Extreme value attractors for star unimodal copulas
• Bivariate distributions with given extreme value attractor
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