Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations
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Publication:1994045
DOI10.1515/demo-2018-0009zbMath1402.60020OpenAlexW2810740133MaRDI QIDQ1994045
Juan Fernández-Sánchez, Manuel Úbeda-Flores
Publication date: 1 November 2018
Published in: Dependence Modeling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/demo-2018-0009
Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)
Related Items (7)
Maximal directions of monotonicity of an aggregation function ⋮ Measuring cumulative deprivation and affluence based on the diagonal dependence diagram ⋮ Extreme biconic copulas: characterization, properties and extensions to aggregation functions ⋮ Extremal behavior of diagonal and Bertino copulas ⋮ Study of partial and average conditional Kendall's tau ⋮ New measure of the bivariate asymmetry ⋮ New results on perturbation-based copulas
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Cites Work
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