Absolutely continuous copulas with prescribed support constructed by differential equations, with an application in toxicology

DOI10.1080/03610926.2020.1864825OpenAlexW3114073087MaRDI QIDQ5867746

N. Brännström, Oscar Björnham, Leif Persson

Publication date: 14 September 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1905.09306

zbMATH Keywords

symmetrydifferential equationprobit modelabsolutely continuous copula

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• An introduction to copulas.
• A finite sum representation of the Appell series \(F_1 (a, b, b^{\prime}; c; x, y)\)
• On the Characterization of Copulas by Differential Equations
• Some concepts of bivariate symmetry
• OPPOSITE DIAGONAL SECTIONS OF QUASI-COPULAS AND COPULAS
• Copulas and Dependence Models with Applications
• Absolutely Continuous Copulas with Given Diagonal Sections

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