Bivariate copulas with quadratic sections

DOI10.1080/10485259508832652zbMath0857.62060OpenAlexW2057955814MaRDI QIDQ3837412

José Antonio Rodríguez-Lallena, José Juan Quesada-Molina

Publication date: 6 March 1997

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485259508832652

zbMATH Keywords

Kendall's tautotal positivityradial symmetrymeasures of dependenceSpearman's rhostochastic orderingsquadrant dependencepositive dependence propertiesquadratic sectionsFarlie-Gumbel-Morgenstern familyconcepts of dependencefamilies of bivariate copulas

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (22)

Unnamed Item ⋮ A class of copulas with piecewise linear horizontal sections ⋮ A new class of symmetric bivariate copulas ⋮ Symmetry and dependence properties within a semiparametric family of bivariate copulas ⋮ A revisit to asymptotic ruin probabilities for a bidimensional renewal risk model ⋮ Multivariate copulas with quadratic sections in one variable ⋮ Asymptotic ruin probabilities for a discrete-time risk model with dependent insurance and financial risks ⋮ Lower semiquadratic copulas with a given diagonal section ⋮ A goodness-of fit improvement based on τ-preserving transformation for semiparametric family of copulas ⋮ Multivariate copulas with given values at two arbitrary points ⋮ Measures of radial asymmetry for bivariate random vectors ⋮ Bivariate copulas with cubic sections ⋮ A new class of bivariate copulas. ⋮ Measuring the tail risk: an asymptotic approach ⋮ Polynomial bivariate copulas of degree five: characterization and some particular inequalities ⋮ Semiquadratic copulas based on horizontal and vertical interpolation ⋮ Semi-polynomial copulas ⋮ Spearman's footrule and Gini's gamma: a review with complements ⋮ Multivariate copulas with cubic sections in one variable ⋮ The impact on the properties of the EFGM copulas when extending this family ⋮ A new extension of bivariate FGM copulas ⋮ Unnamed Item

Cites Work

• Unnamed Item
• On nonparametric measures of dependence for random variables
• Some concepts of bivariate symmetry
• Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
• Some Concepts of Dependence
• Relationships Among Some Concepts of Bivariate Dependence
• Concepts de dépendance et ordres stochastiques pour des lois bidimensionnelles

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