Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations

被引：13

作者：

Fernandez-Sanchez, Juan ^{[1
]}

Ubeda-Flores, Manuel ^{[2
]}

机构：

[1] Univ Almeria, Res Grp Math Anal, Almeria 04120, Spain

[2] Univ Almeria, Dept Math, Almeria 04120, Spain

来源：

DEPENDENCE MODELING | 2018年 / 6卷 / 01期

关键词：

Copula; diagonal section; track section;

D O I：

10.1515/demo-2018-0009

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We review various methods for constructing bivariate copulas with given diagonal sections from seminal work to the most recent research on copulas with given diagonal and opposite diagonal sections. A survey on a generalization of copulas with given diagonal plane sections in higher dimensions and other sections that generalize the diagonal and opposite diagonal sections is of particular interest.

引用

页码：139 / 155

页数：17

共 95 条

[1] ON THE CHARACTERIZATION OF A CLASS OF BINARY OPERATIONS ON DISTRIBUTION-FUNCTIONS
ALSINA, C
NELSEN, RB
SCHWEIZER, B
[J]. STATISTICS & PROBABILITY LETTERS, 1993, 17 (02) : 85 - 89
[2] Alsina C., 2006, ASS FUNCTIONS TRIANG
[3] Extremal Lipschitz continuous aggregation functions with a given diagonal section
Arias-Garcia, J. J.
Mesiar, R.
Klement, E. P.
Saminger-Platz, S.
De Baets, B.
[J]. FUZZY SETS AND SYSTEMS, 2018, 346 : 147 - 167
[4] The unwalked path between quasi-copulas and copulas: Stepping stones in higher dimensions
Arias-Garcia, J. J.
Mesiar, R.
De Baets, B.
[J]. INTERNATIONAL JOURNAL OF APPROXIMATE REASONING, 2017, 80 : 89 - 99
[5] Ash R., 2000, PROBABILITY MEASURE
[6] Beliakov G., 2007, AGGREGATION FUNCTION
[7] Bertino S., 1977, METRON, V35, P53
[8] Maximum entropy copula with given diagonal section
Butucea, Cristina
Delmas, Jean-Francois
Dutfoy, Anne
Fischer, Richard
[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 2015, 137 : 61 - 81
[9] Cherubini U., 2012, DYNAMIC COPULA METHO
[10] Cherubini Umberto., 2004, COPULA METHODS FINAN

← 1 2 3 4 5 6 7 8 9 10 →