New constructions of diagonal patchwork copulas
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Publication:730929
DOI10.1016/j.ins.2009.06.007zbMath1190.62101OpenAlexW2012668626MaRDI QIDQ730929
Fabrizio Durante, Manuel Úbeda-Flores, José Antonio Rodríguez-Lallena
Publication date: 1 October 2009
Published in: Information Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ins.2009.06.007
Related Items (22)
Diagonal plane sections of trivariate copulas ⋮ Copulas with given values on the tails ⋮ Bivariate quadratic copula constructions ⋮ Unnamed Item ⋮ On \((a,b)\)-transformations of conjunctive functions ⋮ Characterization of copulas with given diagonal and opposite diagonal sections ⋮ Shock models with recovery option via the maxmin copulas ⋮ On a new construction of 1-Lipschitz aggregation functions, quasi-copulas and copulas ⋮ Absolutely continuous copulas with given sub-diagonal section ⋮ Bivariate copulas generated by perturbations ⋮ Zero-linear copulas ⋮ Unnamed Item ⋮ ON THE CLASSES OF COPULAS AND QUASI-COPULAS WITH A GIVEN DIAGONAL SECTION ⋮ Some results on a transformation of copulas and quasi-copulas ⋮ Quadratic constructions of copulas ⋮ The distribution of the probability mass of biconic copulas ⋮ Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations ⋮ Copulas, diagonals, and tail dependence ⋮ On the relationship between modular functions and copulas ⋮ Directional dependence of random vectors ⋮ Asymmetric Copulas and Their Application in Design of Experiments ⋮ Unnamed Item
Uses Software
Cites Work
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