Results 191 to 200 of about 3,668 (232)
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Communications in Statistics Part B: Simulation and Computation, 2000
Quantile functions associated with bivariate copulas are considered. Some of their structural properties are studied. Quantile functions allow one to express the cdf of the random variable C(X, Y), where (X, Y) is distributed as C(x, y) and where C is a copula. Quantile functions provide also a simple algorithm for simulating random observations.
Abderrahmane Chakak, M. Ezzerg
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Quantile functions associated with bivariate copulas are considered. Some of their structural properties are studied. Quantile functions allow one to express the cdf of the random variable C(X, Y), where (X, Y) is distributed as C(x, y) and where C is a copula. Quantile functions provide also a simple algorithm for simulating random observations.
Abderrahmane Chakak, M. Ezzerg
exaly +2 more sources
Perturbation of bivariate copulas
Fuzzy Sets and Systems, 2015zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Radko Mesiar +2 more
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A class of bivariate independence copula transformations
Fuzzy Sets and Systems, 2022zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Martynas Manstavicius +1 more
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Approximation of bivariate copulas by patched bivariate Fréchet copulas
Insurance: Mathematics and Economics, 2011zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Zheng, Yanting +2 more
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Bivariate copulas generated by perturbations
Fuzzy Sets and Systems, 2013zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Fabrizio Durante +2 more
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Generalized bivariate copulas and their properties
Model Assisted Statistics and Applications, 2011Copulas are useful devices to explain the dependence structure among variables by eliminating the influence of marginals. In this paper, we propose a new class of bivariate copulas to quantify dependency and incorporate it into various iterated copula families.
Jong-Min Kim 0001 +3 more
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A class of bivariate copula mappings
Fuzzy Sets and Systems, 2019zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Martynas Manstavicius +1 more
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A Note on the Compatibility of Bivariate Copulas
Communications in Statistics - Theory and Methods, 2014This article answers to a problem by Kolesarova, Mesiar, and Sempi about the class of all copulas that are compatible with two given bivariate copulas A and B. It is shown that, even if A and B are not completely dependent, the class of all copulas compatible with A and B may consist of a singleton.
Durante F, Fernández-Sánchez J
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A new class of bivariate copulas
Statistics & Probability Letters, 2004zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Rodríguez-Lallena, José Antonio +1 more
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Semiparametric bivariate Archimedean copulas
Computational Statistics & Data Analysis, 2011zbMATH Open Web Interface contents unavailable due to conflicting licenses.
José Miguel Hernández-Lobato +1 more
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