Perturbation of bivariate copulas
type: Item
instance of: scholarly article
title: Perturbation of bivariate copulas
zbMATH Open document ID: 1361.62028
author: Radko Mesiar
author: Magda Komorníková
author: Jozef Komorník
published in: Fuzzy Sets and Systems
publication date: 2017-05-18T00:00:00Z
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 62H20
zbMATH DE Number: 6720549
zbMATH Keywords: Farlie-Gumbel-Morgenstern copulas
zbMATH Keywords: perturbation of product copula
zbMATH Keywords: radially symmetric copula
zbMATH Keywords: construction method for copula
MaRDI profile type: Publication
full work available at URL: j.fss.2014.04.016
OpenAlex ID: W2015941533
cites work: A construction method of semicopulas from fuzzy negations
cites work: A new extension of bivariate FGM copulas
cites work: Dependence structure and symmetry of Huang-Kotz FGM distributions and their extensions
cites work: Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes
cites work: Q5389821
cites work: Copulas, diagonals, and tail dependence
cites work: The performance of some correlation coefficients for a general bivariate distribution
cites work: Constructing generalized FGM copulas by means of certain univariate distributions
cites work: Bivariate Exponential Distributions
cites work: Modifications of the Farlie-Gumbel-Morgenstern distributions. A tough hill to climb.
cites work: Q4382161
cites work: Triangular norms
cites work: Q3143793
cites work: On a new construction of 1-Lipschitz aggregation functions, quasi-copulas and copulas
cites work: A new family of positive quadrant dependent bivariate distributions
cites work: On Some Construction Methods for Bivariate Copulas
cites work: Q3232606
cites work: An introduction to copulas.
cites work: A new class of bivariate copulas.
cites work: Q3281461
DOI: 10.1016/J.FSS.2014.04.016
Recommended article: Bivariate copulas generated by perturbations
Recommended article: Perturbed Gaussian copula
Recommended article: Perturbations of copulas and mixing properties
Recommended article: Dependence measures for perturbations of copulas
Recommended article: New results on perturbation-based copulas
Recommended article: A New Characterization of Bivariate Copulas
Recommended article: Bivariate Contours of Copula
Recommended article: A comprehensive family of copulas to model bivariate random noise and perturbation
Recommended article: The Bivariate Normal Copula
description: scientific article; zbMATH DE number 6720549