Multivariate copulas with quadratic sections in one variable
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DOI: 10.1007/s00184-009-0256-1
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References listed on IDEAS
- Nelsen, Roger B. & Quesada-Molina, José Juan & Rodriguez-Lallena, José Antonio & Úbeda-Flores, Manuel, 2008. "On the construction of copulas and quasi-copulas with given diagonal sections," Insurance: Mathematics and Economics, Elsevier, vol. 42(2), pages 473-483, April.
- M. Taylor, 2007. "Multivariate measures of concordance," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 59(4), pages 789-806, December.
- Patricia Mariela Morillas, 2005. "A method to obtain new copulas from a given one," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 61(2), pages 169-184, April.
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Cited by:
- Elham Khaleghpanah Noughabi & Majid Chahkandi & Majid Rezaei, 2022. "On the Mean and Variance Residual Life Comparisons of Coherent Systems with Identically Distributed Components," Methodology and Computing in Applied Probability, Springer, vol. 24(4), pages 2801-2822, December.
- Šeliga Adam & Kauers Manuel & Saminger-Platz Susanne & Mesiar Radko & Kolesárová Anna & Klement Erich Peter, 2021. "Polynomial bivariate copulas of degree five: characterization and some particular inequalities," Dependence Modeling, De Gruyter, vol. 9(1), pages 13-42, January.
- Lluís Bermúdez & Dimitris Karlis, 2021. "Multivariate INAR(1) Regression Models Based on the Sarmanov Distribution," Mathematics, MDPI, vol. 9(5), pages 1-13, March.
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Keywords
Copula; Concordance ordering; Dependence concepts; Measures of association;All these keywords.
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