Absolutely Continuous Copulas with Given Diagonal Sections
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Publication:5494727
DOI10.1080/03610920802050927zbMath1292.60019OpenAlexW2027079940MaRDI QIDQ5494727
Piotr Jaworski, Fabrizio Durante
Publication date: 29 July 2014
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920802050927
Measures of association (correlation, canonical correlation, etc.) (62H20) Probability distributions: general theory (60E05)
Related Items (26)
Ortholinear and paralinear semi-copulas ⋮ Unnamed Item ⋮ Coupling of Wiener processes by using copulas ⋮ Diagonal plane sections of trivariate copulas ⋮ Lower semiquadratic copulas with a given diagonal section ⋮ Multivariate Bertino copulas ⋮ 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 ⋮ Absolutely continuous copulas with given sub-diagonal section ⋮ ON THE CLASSES OF COPULAS AND QUASI-COPULAS WITH A GIVEN DIAGONAL SECTION ⋮ A New Method for the Construction of Bivariate Archimedean Copulas Based on the λ Function ⋮ Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations ⋮ Semiquadratic copulas based on horizontal and vertical interpolation ⋮ Copulas, diagonals, and tail dependence ⋮ On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators ⋮ Semi-polynomial copulas ⋮ On the relationships between copulas of order statistics and marginal distributions ⋮ On copulas and their diagonals ⋮ New constructions of diagonal patchwork copulas ⋮ Some members of the class of (quasi-)copulas with given diagonal from the Markov kernel perspective ⋮ Unnamed Item ⋮ Rectangular Patchwork for Bivariate Copulas and Tail Dependence ⋮ On the degree of asymmetry of a quasi-copula with respect to a curve ⋮ Maximum entropy copula with given diagonal section ⋮ Absolutely continuous copulas with prescribed support constructed by differential equations, with an application in toxicology
Uses Software
Cites Work
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