ON COPULAS THAT GENERALIZE SEMILINEAR COPULAS

被引：0

作者：

Fernandez Sanchez, Juan ^{[1
]}

Ubeda-Flores, Manuel ^{[2
]}

机构：

[1] Univ Almeria, Grp Invest Anal Matemat, La Canada De San Urbano 04120, Almeria, Spain

[2] Univ Almeria, Dept Estadist & Matemat Aplicada, La Canada De San Urbano 04120, Almeria, Spain

来源：

KYBERNETIKA | 2012年 / 48卷 / 05期

关键词：

1-Lipschitz condition; 2-increasing property; copula; quasi-copula; tail dependence;

D O I：

暂无

中图分类号：

TP3 [计算技术、计算机技术];

学科分类号：

0812 ;

摘要：

We study a wide class of copulas which generalizes well-known families of copulas, such as the semilinear copulas. We also study corresponding results for the case of quasi-copulas.

引用

页码：968 / 976

页数：9

共 50 条

[21] Shuffles of copulas [J].

Durante, Fabrizio ;

Sarkoci, Peter ;

Sempi, Carlo .

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2009, 352 (02) :914-921

[22] Diagonal Copulas [J].

Mesiar, Radko ;

Kalicka, Jana .

AGGREGATION FUNCTIONS IN THEORY AND IN PRACTISE, 2013, 228 :67-74

[23] Construction of asymmetric multivariate copulas [J].

Liebscher, Eckhard .

JOURNAL OF MULTIVARIATE ANALYSIS, 2008, 99 (10) :2234-2250

[24] Dependence measures for perturbations of copulas [J].

Komornik, Jozef ;

Komornikova, Magda ;

Kalicka, Jana .

FUZZY SETS AND SYSTEMS, 2017, 324 :100-116

[25] Tail dependence of perturbed copulas [J].

Jozef Komorník ;

Magda Komorníková ;

Jana Kalická ;

Cuong Nguyen .

Journal of Statistical Theory and Applications, 2016, 15 (2) :153-160

[26] Discrete copulas [J].

Kolesarova, A. ;

Mesiar, R. ;

Mordelova, J. ;

Sempi, C. .

IEEE TRANSACTIONS ON FUZZY SYSTEMS, 2006, 14 (05) :698-705

[27] DUCS COPULAS [J].

Mesiar, Radko ;

Pekarova, Monika .

KYBERNETIKA, 2010, 46 (06) :1069-1077

[28] On (α,β)-homogeneous copulas [J].

Fernandez-Sanchez, Juan ;

Juan Quesada-Molina, Jose ;

Ubeda-Flores, Manuel .

INFORMATION SCIENCES, 2013, 221 :181-191

[29] Distorted copulas [J].

Ricci, Roberto Ghiselli .

FUZZY SETS AND SYSTEMS, 2024, 484

[30] Freedom in constructing quasi-copulas vs. copulas [J].

Omladic, Matjaz ;

Stopar, Nik .

FUZZY SETS AND SYSTEMS, 2025, 514

← 1 2 3 4 5 →