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Constructing archimedean copulas from diagonal sections
Statistics & Probability Letters, 2012zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Copulas Constructed from Diagonal Sections
1997If C is a copula, then its diagonal section is the function δ given by δ(t) = C(t, t). It follows that (i) δ(1) = 1; (ii) 0 ≤ δ(t 2) - δ(t 1) ≤ 2(t 2 - t 1) for all t 1, t 2 in [0,1] with t 1 ≤ t 2; and (iii) δ(t) ≤ t for all t in [0,1]. If δ is any function satisfying (i)-(iii), does there exist a copula C whose diagonal section is δ?
Gregory A. Fredricks, Roger B. Nelsen
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Extremal Lipschitz continuous aggregation functions with a given diagonal section
Fuzzy Sets and Systems, 2018zbMATH Open Web Interface contents unavailable due to conflicting licenses.
J. J. Arias-García +4 more
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On the construction of copulas and quasi-copulas with given diagonal sections
Insurance: Mathematics and Economics, 2008zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Nelsen, Roger B. +3 more
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Copulas with given track and opposite track sections: Solution to a problem on diagonals
Fuzzy Sets and Systems, 2017zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Juan Fernández-Sánchez +1 more
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On the opposite diagonal section of bivariate copulas with Schur concavity
SCIENTIA SINICA Mathematica, 2011Summary: For any bivariate copula with Schur concavity, we present a new construction method to obtain copula by using the maximum and minimum operators together with the given one and its opposite diagonal section, so that the opposite diagonal section of new copulas coincides with that of the given one.
Zhang, Kongsheng, Li, Bainian, Xu, Jian
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On the best-possible upper bound on sets of copulas with given diagonal sections
Soft Computing, 2007zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Exact distribution under independence of the diagonal section of the empirical copula
Kybernetika, 2008Summary: We analyze some properties of the empirical diagonal and we obtain its exact distribution under independence for the two and three-dimensional cases, but the ideas proposed in this paper can be carried out to higher dimensions. The results obtained are useful in designing a nonparametric test for independence, and therefore giving solution to ...
Arturo Erdely +1 more
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Journal of Statistical Theory and Practice
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Selim Orhun Susam, Christophe Chesneau
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Selim Orhun Susam, Christophe Chesneau
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