Are copulas unimodal?
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- Capéraà, Philippe & Fougères, Anne-Laure & Genest, Christian, 2000. "Bivariate Distributions with Given Extreme Value Attractor," Journal of Multivariate Analysis, Elsevier, vol. 72(1), pages 30-49, January.
- Genest, C. & Quesada Molina, J. J. & Rodriguez Lallena, J. A. & Sempi, C., 1999. "A Characterization of Quasi-copulas," Journal of Multivariate Analysis, Elsevier, vol. 69(2), pages 193-205, May.
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Cited by:
- Roman Matkovskyy, 2020.
"A measurement of affluence and poverty interdependence across countries: Evidence from the application of tail copula,"
Bulletin of Economic Research, Wiley Blackwell, vol. 72(4), pages 404-416, October.
- Roman Matkovskyy, 2020. "A measurement of affluence and poverty interdependence across countries: Evidence from the application of tail copula," Post-Print hal-03163619, HAL.
- Zalzadeh, Saeed & Pellerey, Franco, 2016. "A positive dependence notion based on componentwise unimodality of copulas," Statistics & Probability Letters, Elsevier, vol. 112(C), pages 51-57.
- Müller, Alfred & Scarsini, Marco, 2005.
"Archimedean copulæ and positive dependence,"
Journal of Multivariate Analysis, Elsevier, vol. 93(2), pages 434-445, April.
- Alfred Müller & Marco Scarsini, 2003. "Archimedean Copulae and Positive Dependence," ICER Working Papers - Applied Mathematics Series 25-2003, ICER - International Centre for Economic Research.
- Marco Scarsini & Alfred Muller, 2005. "Archimedean copulae and positive dependence," Post-Print hal-00539618, HAL.
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More about this item
Keywords
Archimedean copula Block unimodality Central convex unimodality Copula Diagonal section Frechet copula Star unimodality;Statistics
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