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Characterization of copulas with given diagonal and opposite diagonal sections
Fuzzy Sets and Systems, 2016zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Juan Fernández-Sánchez +2 more
exaly +2 more sources
Constructing Copulas with Given Diagonal and Opposite Diagonal Sections
Communications in Statistics - Theory and Methods, 2011A method for constructing copulas with given diagonal and opposite diagonal sections is presented. It makes use of a recently developed method for constructing cross-copulas with given horizontal and vertical sections. Conditions guaranteeing the existence of a cross-copula with the given diagonal and opposite diagonal sections are derived. It is shown
Manuel Úbeda Flores +2 more
exaly +2 more sources
Diagonal plane sections of trivariate copulas
Information Sciences, 2016zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Fabrizio Durante +3 more
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OPPOSITE DIAGONAL SECTIONS OF QUASI-COPULAS AND COPULAS
International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 2009In this paper, we study opposite diagonal sections of quasi-copulas and copulas. The best-possible upper bound for the set of copulas with a given opposite diagonal section being known, we focus on the best-possible lower bound, which in general is a quasi-copula. Moreover, it exhibits an interesting type of bivariate symmetry called opposite symmetry.
Bernard De Baets +2 more
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On a family of copulas constructed from the diagonal section
Soft Computing, 2005zbMATH Open Web Interface contents unavailable due to conflicting licenses.
DURANTE, FABRIZIO +2 more
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Absolutely Continuous Copulas with Given Diagonal Sections
Communications in Statistics - Theory and Methods, 2008Necessary and sufficient conditions are given in order to ensure that a function δ:[0, 1] → [0, 1] is the diagonal section of an absolutely continuous copula. Explicit constructions are provided.
Durante F, Jaworski P
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COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS
International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 2007In this paper, we present some methods for constructing copulas with a given diagonal section that are not necessarily symmetric. An interesting application for the construction of copulas with given tail dependence coefficients is, hence, provided.
DURANTE, FABRIZIO +3 more
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ON THE CLASSES OF COPULAS AND QUASI-COPULAS WITH A GIVEN DIAGONAL SECTION
International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 2011Let [Formula: see text] and [Formula: see text] be, respectively, the classes of all copulas and quasi-copulas whose diagonal section is δ. We determine under which conditions on δ we have: (a) both [Formula: see text] and [Formula: see text] consist of a singleton; (b) [Formula: see text]. Moreover, a simple construction of copulas with a given convex
Fabrizio Durante +1 more
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On the Structure of the Classes of Copulas and Quasi-Copulas with a Given Diagonal Section
International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 2020In this paper we provide an alternative proof to that given in Ref. 1 to the fact that the class of multivariate copulas with a given diagonal section δ — denoted by 𝒞δ — is a singleton if, and only if, the unique element of the class is the copula of comonotonicity among random variables.
Juan Fernández-Sánchez +1 more
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Lower semiquadratic copulas with a given diagonal section
Journal of Statistical Planning and Inference, 2013zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Jwaid, T., De Meyer, H., De Baets, B.
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