Expansions for bivariate copulas

DOI10.1016/j.spl.2015.02.005zbMath1314.62137OpenAlexW2071373206MaRDI QIDQ2348320

Saralees Nadarajah

Publication date: 11 June 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2015.02.005

zbMATH Keywords

measuresexpansioncopulas

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (4)

COPULA REPRESENTATIONS FOR THE SUM OF DEPENDENT RISKS: MODELS AND COMPARISONS ⋮ Parameter estimation of bivariate distributions in presence of outliers: an application to FGM copula ⋮ Efficient expressions for moments of dependent random sums using copulas ⋮ Stress-strength based on \(m\)-generalized order statistics and concomitant for dependent families.

Cites Work

• Unnamed Item
• Unnamed Item
• Bivariate extreme statistics. I
• An introduction to copulas.
• Bivariate extreme-value copulas with discrete Pickands dependence measure
• Multivariate conditional versions of Spearman's rho and related measures of tail dependence
• Lévy-frailty copulas
• On nonparametric measures of dependence for random variables
• Bayesian copulae distributions, with application to operational risk management -- some comments
• Measures of tail asymmetry for bivariate copulas
• COPULA-BASED CHARACTERIZATIONS FOR HIGHER ORDER MARKOV PROCESSES
• THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS
• A NEW MEASURE OF RANK CORRELATION
• On a Measure of Dependence Between two Random Variables
• Dependence measures for extreme value analyses

This page was built for publication: Expansions for bivariate copulas