Extreme biconic copulas: characterization, properties and extensions to aggregation functions

DOI10.1016/j.ins.2019.03.010zbMath1454.62155OpenAlexW2918415726MaRDI QIDQ2215135

Fabrizio Durante, Juan Fernández-Sánchez, Manuel Úbeda-Flores

Publication date: 10 December 2020

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ins.2019.03.010

zbMATH Keywords

copulaextreme pointstochastic measuresuncertainty quantification

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Large deviations (60F10)

Related Items (5)

Extreme generators of shock induced copulas ⋮ Extreme semilinear copulas ⋮ Several algorithms for constructing copulas via \(\ast\)-product decompositions ⋮ The topological structures of the spaces of diagonal and opposite diagonal functions with the uniform metric ⋮ Zero-linear copulas

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