Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations
type: Item
instance of: scholarly article
title: Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations
zbMATH Open document ID: 1402.60020
published in: Dependence Modeling
publication date: 2018-11-01T00:00:00Z
Mathematics Subject Classification ID: 60E05
Mathematics Subject Classification ID: 62E10
zbMATH DE Number: 6970038
zbMATH Keywords: copula
zbMATH Keywords: diagonal section
zbMATH Keywords: track section
author: Juan Fernández-Sánchez
author: Manuel Úbeda-Flores
describes a project that uses: CreditRisk+
describes a project that uses: QRM
MaRDI profile type: Publication
full work available at URL: demo-2018-0009
OpenAlex ID: W2810740133
cites work: Q5480755
cites work: On the characterization of a class of binary operations on distribution functions
cites work: Multivariate Bertino copulas
cites work: The unwalked path between quasi-copulas and copulas: stepping stones in higher dimensions
cites work: Extremal Lipschitz continuous aggregation functions with a given diagonal section
cites work: Q4943605
cites work: Absorbent tuples of aggregation operators
cites work: Sulla dissomiglianza tra mutabili cicliche
cites work: Maximum entropy copula with given diagonal section
cites work: Q3412547
cites work: Q4447165
cites work: Characterization of all copulas associated with non-continuous random variables
cites work: Absolutely continuous copulas with given sub-diagonal section
cites work: Characterization of copulas with given diagonal and opposite diagonal sections
cites work: Q5446377
cites work: Extremes of the mass distribution associated with a trivariate quasi-copula
cites work: OPPOSITE DIAGONAL SECTIONS OF QUASI-COPULAS AND COPULAS
cites work: Constructing Copulas with Given Diagonal and Opposite Diagonal Sections
cites work: On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators
cites work: Q3098521
cites work: ON THE CLASSES OF COPULAS AND QUASI-COPULAS WITH A GIVEN DIAGONAL SECTION
cites work: Absolutely Continuous Copulas with Given Diagonal Sections
cites work: Principles of Copula Theory
cites work: Copulas, diagonals, and tail dependence
cites work: Multivariate copulas with hairpin support
cites work: On a family of copulas constructed from the diagonal section
cites work: New constructions of diagonal patchwork copulas
cites work: Rectangular Patchwork for Bivariate Copulas and Tail Dependence
cites work: Diagonal plane sections of trivariate copulas
cites work: COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS
cites work: Q5446376
cites work: Semilinear copulas
cites work: On the Construction of Families of Absolutely Continuous Copulas with Given Restrictions
cites work: Frank's condition for multivariate Archimedean copulas
cites work: Some members of the class of (quasi-)copulas with given diagonal from the Markov kernel perspective
cites work: The distribution of the probability mass of biconic copulas
cites work: Copulas with given track and opposite track sections: solution to a problem on diagonals
cites work: Multivariate copulas, quasi-copulas and lattices
cites work: Bivariate quasi-copulas and doubly stochastic signed measures
cites work: Independence results for multivariate tail dependence coefficients
cites work: Q4395391
cites work: Q5386475
cites work: A characterization of quasi-copulas
cites work: Q3639652
cites work: Quantifying the impact of different copulas in a generalized CreditRisk+ framework An empirical study
cites work: On copulas and their diagonals
cites work: Q3183808
cites work: Q4382161
cites work: Q3552470
cites work: Biconic aggregation functions
cites work: Q5389822
cites work: Intervals of 1-Lipschitz aggregation operators, quasi-copulas, and copulas with given affine section
cites work: Orthant tail dependence of multivariate extreme value distributions
cites work: Extreme Financial Risks
cites work: On a family of t-norms
cites work: Q3183807
cites work: Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
cites work: Q5706744
cites work: Diagonal Copulas
cites work: Diagonals of continuous triangular norms
cites work: Ordinal sums and idempotents of copulas

Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations (cites work)
cites work: Q5692485

Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations (cites work)
cites work: An introduction to copulas.

Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations (cites work)
cites work: Q4395390

Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations (cites work)
cites work: The lattice-theoretic structure of sets of bivariate copulas and quasi-copulas

Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations (cites work)
cites work: Q5386486

Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations (cites work)
cites work: Best-possible bounds on sets of bivariate distribution functions

Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations (cites work)
cites work: On the construction of copulas and quasi-copulas with given diagonal sections

Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations (cites work)
cites work: Quasi-copulas and signed measures

Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations (cites work)
cites work: Quasi-copulas with a given sub-diagonal section

Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations (cites work)
cites work: Best-Possible Bounds on Sets of Multivariate Distribution Functions

Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations (cites work)
cites work: Q4221106

Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations (cites work)
cites work: Doubly stochastic measures with prescribed support

Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations (cites work)
cites work: Comments on: Inference in multivariate Archimedean copula models

Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations (cites work)
cites work: A Mathematical Theory of Communication

Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations (cites work)
cites work: Doubly stochastic measures with hairpin support

Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations (cites work)
cites work: Q3281461

Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations (cites work)
cites work: Q3085450

Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations (cites work)
cites work: Diagonal copulas of archimedean class

Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations (cites work)
cites work: Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options

Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations (cites work)
cites work: On the best-possible upper bound on sets of copulas with given diagonal sections

Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations (cites work)
cites work: Constructing Archimedean copulas from diagonal sections

Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations (cites work)
cites work: Characterizations of Archimedean n-copulas

Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations (DOI)
DOI: 10.1515/DEMO-2018-0009