Results 221 to 230 of about 27,516 (250)

Transformations of Copulas and Quasi-Copulas

2004
Transformations of aggregation operators preserving the class of copulas and quasi-copulas, respectively, are shown to be concave automorphisms of the unit interval. Attractors of copulas are discussed, special attention being paid to power transformations and the relationship between the corresponding attractors and the so-called maximum attractor ...
Erich Peter Klement, Radko Mesiar, Endre Pap   +2 more
openaire   +1 more source

Exchangeable copulas

Fuzzy Sets and Systems, 2013
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +4 more sources

Some results on a transformation of copulas and quasi-copulas

Information Sciences, 2014
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ali Dolati, Soheyla Mohseni, Manuel Úbeda-Flores   +2 more
openaire   +3 more sources

DUCS copulas

Kybernetika, 2010
Summary: Based on a recent representation of copulas invariant under univariate conditioning, a new class of copulas linked to a distortion of the identity function is introduced and studied.
Radko Mesiar, Monika Pekárová
openaire   +2 more sources

Copulas in Finance

2011
Review of applications of copula techniques to finance, with special focus on dynamic consistency.
openaire   +2 more sources

Vine Copula Based Modeling

Annual Review of Statistics and Its Application, 2022
Claudia Czado, Thomas Nagler
exaly  

The t Copula and Related Copulas

International Statistical Review, 2005
Alexander J. McNeil
exaly  

On the α-Migrativity of Semicopulas, Quasi-Copulas, and Copulas

Information Sciences, 2010
Humberto Bustince, Javier Fernandez, R Mesiar   +2 more
exaly  

Copulas

2008
openaire   +1 more source

Analyzing Dependent Data With Vine Copulas

Lecture Notes in Statistics, 2019
Claudia Czado
exaly