Some results on a transformation of copulas and quasi-copulas

DOI10.1016/j.ins.2013.09.023zbMath1321.62053OpenAlexW2061885664MaRDI QIDQ498027

Ali Dolati, Soheyla Mohseni, Manuel Úbeda-Flores

Publication date: 25 September 2015

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

Full work available at URL: https://doi.org/10.1016/j.ins.2013.09.023

zbMATH Keywords

copulameasures of associationtail dependencequasi-copuladependence propertiesMarshal-Olkin copula

Mathematics Subject Classification ID

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

Related Items (5)

Curved splicing of copulas ⋮ A generalization of quasi-homogenous copulas ⋮ A hitchhiker's guide to quasi-copulas ⋮ On structural properties of an asymmetric copula family and its statistical implication ⋮ A note on an idempotent transformation of absolutely continuous Archimedean copulas

Cites Work

• Bivariate quasi-copulas and doubly stochastic signed measures
• New constructions of diagonal patchwork copulas
• An introduction to copulas.
• Construction of non-exchangeable bivariate distribution functions
• Construction of asymmetric multivariate copulas
• Copula theory and its applications. Proceedings of the workshop held in Warsaw, Poland, 25--26 September 2009
• On a class of transformations of copulas and quasi-copulas
• A characterization of quasi-copulas
• Supermigrative copulas and positive dependence
• On the characterization of a class of binary operations on distribution functions
• A method to obtain new copulas from a given one
• Modifications of the Farlie-Gumbel-Morgenstern distributions. A tough hill to climb.
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