OPPOSITE DIAGONAL SECTIONS OF QUASI-COPULAS AND COPULAS

DOI10.1142/S0218488509006108zbMath1183.62087OpenAlexW1971810600WikidataQ60257705 ScholiaQ60257705MaRDI QIDQ3638809

Manuel Úbeda-Flores, Bernard De Baets, H. E. De Meyer

Publication date: 28 October 2009

Published in: International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218488509006108

zbMATH Keywords

copulaLipschitz conditiontail dependencediagonal sectionopposite diagonal sectionquasi-copulaopposite symmetry

Mathematics Subject Classification ID

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

Related Items (22)

Ortholinear and paralinear semi-copulas ⋮ Curved splicing of copulas ⋮ Unnamed Item ⋮ Lower semiquadratic copulas with a given diagonal section ⋮ Characterization of copulas with given diagonal and opposite diagonal sections ⋮ The topological structures of the spaces of diagonal and opposite diagonal functions with the uniform metric ⋮ Biconic aggregation functions ⋮ On the existence of a trivariate copula with given values of a trivariate quasi-copula at several points ⋮ Absolutely continuous copulas with given sub-diagonal section ⋮ A hitchhiker's guide to quasi-copulas ⋮ Unnamed Item ⋮ Best-possible bounds on the set of copulas with given degree of non-exchangeability ⋮ Constructing Copulas with Given Diagonal and Opposite Diagonal Sections ⋮ Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations ⋮ Semiquadratic copulas based on horizontal and vertical interpolation ⋮ Semi-polynomial copulas ⋮ Copulas with given track and opposite track sections: solution to a problem on diagonals ⋮ A New Characterization of Bivariate Copulas ⋮ The role of generalized convexity in conic copula constructions ⋮ New results on perturbation-based copulas ⋮ Polynomial copula transformations ⋮ Absolutely continuous copulas with prescribed support constructed by differential equations, with an application in toxicology

Uses Software

• QRM

Cites Work

• Unnamed Item
• Semilinear copulas
• Modelling total tail dependence along diagonals
• On the construction of copulas and quasi-copulas with given diagonal sections
• A characterization of quasi-copulas
• Using copulae to bound the value-at-risk for functions of dependent risks
• On the characterization of a class of binary operations on distribution functions
• Best-possible bounds on sets of bivariate distribution functions
• Intervals of 1-Lipschitz aggregation operators, quasi-copulas, and copulas with given affine section
• Bivariate symmetry: definitions and basic properties
• Some concepts of bivariate symmetry
• COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS
• Some Concepts of Dependence

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