New asymmetric perturbations of FGM bivariate copulas and concordance preserving problems

DOI10.2478/MJPAA-2023-0008MaRDI QIDQ6553749

Ahmed Sani, Mohamed El Maazouz

Publication date: 11 June 2024

Published in: Moroccan Journal of Pure and Applied Analysis (Search for Journal in Brave)

zbMATH Keywords

asymmetrybivariate copulaFGM copulasconcordance and perturbation

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10) Statistical distribution theory (62Exx)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• An order of asymmetry in copulas, and implications for risk management
• An introduction to copulas.
• Extremes of nonexchangeability
• Construction of asymmetric multivariate copulas
• The impact on the properties of the EFGM copulas when extending this family
• Stochastic representation of FGM copulas using multivariate Bernoulli random variables
• Maximal asymmetry of bivariate copulas and consequences to measures of dependence
• On the structure of exchangeable extreme-value copulas
• Relation between non-exchangeability and measures of concordance of copulas
• A topological proof of Sklar's theorem
• Bivariate copulas generated by perturbations
• Some concepts of bivariate symmetry
• Symmetry and dependence properties within a semiparametric family of bivariate copulas
• A Copula‐Based Non‐parametric Measure of Regression Dependence
• Functional treatment of asymmetric copulas
• A nonparametric test for bivariate symmetry

This page was built for publication: New asymmetric perturbations of FGM bivariate copulas and concordance preserving problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6553749)