Results 71 to 80 of about 725,046 (113)

Non-Parametric Inference for Bivariate Extreme-Value Copulas [PDF]

Extreme-value copulas arise as the possible limits of copulas of componentwise maxima of independent, identically distributed samples.The use of bivariate extreme-value copulas is greatly facilitated by their representation in terms of Pickands ...
Segers, J.J.J.
core  

Composition of copulas and quasi--copulas

, 2004
The object of the research here reported is the study of compostions of copulas, quasi-copulas and semicopulas bny means of a two place function. Specifically, let $A$, $B$ and $\varphi$ be mappings from $[0,1]^2$ into $[0,1]$; we characterize the ...
SEMPI, Carlo, DURANTE, FABRIZIO
core  

Extreme volumes of quasi-copulas

Diplomska naloga obravnava problem iskanja ekstremnih volumnov kvazi-kopul, ki so posplošene oblike kopul in se uporabljajo za modeliranje odvisnosti med večdimenzionalnimi slučajnimi spremenljivkami. Ekstremni volumni kvazi-kopul so kvantitativno merilo,
Belšak, Matej
core  

On the construction of copulas and quasi-copulas with given diagonal sections

We study a method, which we call a copula (or quasi-copula) diagonal splice, for creating new functions by joining portions of two copulas (or quasi-copulas) with a common diagonal section.
Nelsen, Roger B., Rodri­guez-Lallena, José Antonio, Quesada-Molina, José Juan, Úbeda-Flores, Manuel   +3 more
core  

A Characterization of Quasi-copulas

The notion of quasi-copula was introduced by C. Alsina, R. B. Nelsen, and B. Schweizer (Statist. Probab. Lett.(1993), 85-89) and was used by these authors and others to characterize operations on distribution functions that can or cannot be derived from ...
Sempi, C., Genest, C., Quesada Molina, J. J., Rodriguez Lallena, J. A.   +3 more
core  

On a class of transformations of copulas and quasi-copulas

Fuzzy Sets and Systems, 2009
The theory of copulas is by now a very well established one. Recently, larger classes of functions C : [0, 1]n → [0, 1], that are increasing in each variable and satisfy some conditions at the boundary (like quasi-copulas), have been the object of ...
Fabio L Spizzichino, Pier Luigi Papini
exaly   +3 more sources

A Characterization of Quasi-copulas

Journal of Multivariate Analysis, 1999
A function \(Q:[0,1]^2\to[0,1]\) is a quasi-copula if and only if it satisfies the three following conditions: (i) \(Q(0,x)=Q(x,0)=0\), \(Q(x,1)=Q(1,x)=x\), \(x\in[0,1]\); (ii) \(Q(x,y)\) is non-decreasing in each of its arguments; (iii) \(Q\) satisfies a Lipschitz condition. The quasi-copula is comprised between the Fréchet bounds.
Christian Genest
exaly   +5 more sources

Quasi-copulas and signed measures [PDF]

Fuzzy Sets and Systems, 2010
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Manuel Ubeda Flores, Roger Nelsen, José Antonio Rodriguez-Lallena   +2 more
exaly   +4 more sources

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A hitchhiker's guide to quasi-copulas

Fuzzy Sets and Systems, 2020
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bernard de Baets, José de Jesús Arias García, R Mesiar   +2 more
exaly   +4 more sources

Compositions of Copulas and Quasi-Copulas

Information Sciences, 2004
The object of the research here reported is the study of compositions of copulas, quasi-copulas and semicopulas by means of a two-place real function. Specifically, let A, B and O be mappings from [0, 1]2 into [0, 1], we characterize the properties of O which ensure O(A,B) is in the same class of A and B.
DURANTE, FABRIZIO, SEMPI, Carlo
openaire   +5 more sources