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Volumn 47, Issue 1, 2006, Pages 141-148

How non-symmetric can a copula be?

Author keywords

Copula; Opposite diagonal; Quasi copula; Symmetry

Indexed keywords


EID: 34247119904     PISSN: 00102628     EISSN: 12137243     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (64)

References (12)
  • 1
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    • On the characterization of a class of binary operations on distribution functions
    • Alsina C., Nelsen R.B., Schweizer B., On the characterization of a class of binary operations on distribution functions, Statist. Probab. Lett. 17 (1993), 85-89
    • (1993) Statist. Probab. Lett , vol.17 , pp. 85-89
    • Alsina, C.1    Nelsen, R.B.2    Schweizer, B.3
  • 2
    • 0009164657 scopus 로고    scopus 로고
    • A nonparametric estimation procedure for bivariate extreme value copulas
    • Capéraá P., Fougeres A.-L., Genest C., A nonparametric estimation procedure for bivariate extreme value copulas, Biometrika 84 (1997), 567-577
    • (1997) Biometrika , vol.84 , pp. 567-577
    • Capéraá, P.1    Fougeres, A.-L.2    Genest, C.3
  • 3
    • 0007321991 scopus 로고    scopus 로고
    • Bivariate distributions with given extreme value attractor
    • Capéraá P., Fougeres A.-L., Genest C., Bivariate distributions with given extreme value attractor, J. Multivariate Anal. 72 (2000), 30-49
    • (2000) J. Multivariate Anal , vol.72 , pp. 30-49
    • Capéraá, P.1    Fougeres, A.-L.2    Genest, C.3
  • 5
    • 25444520767 scopus 로고    scopus 로고
    • Extension to copulas and quasi-copulas as special 1-Lipschitz aggregation operators
    • Klement E.P., Kolesárová A., Extension to copulas and quasi-copulas as special 1-Lipschitz aggregation operators, Kybernetika (Prague) 41 (2005), 329-348
    • (2005) Kybernetika (Prague) , vol.41 , pp. 329-348
    • Klement, E.P.1    Kolesárová, A.2
  • 7
    • 18944392363 scopus 로고    scopus 로고
    • Archimax copulas and invariance under transformations
    • Klement E.P., Mesiar R., Pap E., Archimax copulas and invariance under transformations, C.R. Math. Acad. Sci. Paris 340 (2005), 755-758
    • (2005) C.R. Math. Acad. Sci. Paris , vol.340 , pp. 755-758
    • Klement, E.P.1    Mesiar, R.2    Pap, E.3
  • 9
    • 0004156740 scopus 로고    scopus 로고
    • Lecture Notes in Statistics 139, Springer, New York
    • Nelsen R.B., An introduction to copulas, Lecture Notes in Statistics 139, Springer, New York, 1999
    • (1999) An introduction to copulas
    • Nelsen, R.B.1
  • 11
    • 0000795592 scopus 로고
    • Fonctions de répartition á n dimensions et leurs marges
    • Sklar A., Fonctions de répartition á n dimensions et leurs marges, Publ. Inst. Statist. Univ. Paris 8 (1959), 229-231
    • (1959) Publ. Inst. Statist. Univ. Paris , vol.8 , pp. 229-231
    • Sklar, A.1
  • 12
    • 0000644480 scopus 로고
    • Random variables, joint distribution functions, and copulas
    • Sklar A., Random variables, joint distribution functions, and copulas, Kybernetika (Prague) 9 (1973), 449-460
    • (1973) Kybernetika (Prague) , vol.9 , pp. 449-460
    • Sklar, A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.