Semi-polynomial copulas

DOI10.1080/10485252.2013.839788zbMath1294.60023OpenAlexW2047786893MaRDI QIDQ5419458

Juan Fernández-Sánchez, Manuel Úbeda-Flores

Publication date: 6 June 2014

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

Full work available at URL: https://doi.org/10.1080/10485252.2013.839788

zbMATH Keywords

copulatail dependencemeasure of associationtwo-increasing property

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Probability distributions: general theory (60E05)

Related Items (2)

A positive dependence notion based on componentwise unimodality of copulas ⋮ Multivariate upper semilinear copulas

Cites Work

• Lower semiquadratic copulas with a given diagonal section
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• A new class of bivariate copulas.
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• Estimating the tail-dependence coefficient: properties and pitfalls
• Copulae: Some mathematical aspects
• Constructing Copulas with Given Diagonal and Opposite Diagonal Sections
• Simulating Copulas
• Non-parametric Estimation of Tail Dependence
• COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS
• OPPOSITE DIAGONAL SECTIONS OF QUASI-COPULAS AND COPULAS
• Bivariate copulas with quadratic sections
• Bivariate copulas with cubic sections
• Copulas Constructed from Horizontal Sections
• Multivariate copulas with cubic sections in one variable
• Absolutely Continuous Copulas with Given Diagonal Sections

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