Asymmetric semilinear copulas

Kybernetika

Volumn 43, Issue 2, 2007, Pages 221-233

  De Baets, Bernard ^a   De Meyer, Hans ^a   Mesiar, Radko ^b,c  

^a GHENT UNIVERSITY   (Belgium)

^b SLOVAK UNIVERSITY OF TECHNOLOGY   (Slovakia)

^c UNIVERSITY OF OSTRAVA   (Czech Republic)

Author keywords

Asymmetry; Copula; Diagonal section; Semilinear copula; Symmetry

Indexed keywords

EID: 34547830171     PISSN: 00235954     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Conference Paper

References (12)

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3. F. Durante, A. Kolesárová, R. Mesiar, and C. Sempi: Semilinear copulas. Submitted.
4. F. Durante, A. Kolesárová, R. Mesiar, and C. Sempi: Copulas with given diagonal sections: novel constructions and applications. Submitted.
5. H. Joe: Multivariate Models and Dependence Concepts. Chapman & Hall, London 1997.
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10. R. B. Nelsen and G. A. Fredricks: Diagonal copulas. In: Distributions with given Marginals and Moment Problems (V. Beneš and J. Štěpán eds.), Kluwer Academic Publishers, Dordrecht 1977, pp. 121-127.
11. R. B. Nelsen, J. J. Quesada-Molina, J. A. Rodriguez-Lallena, and M. Úbeda-Flores: On the construction of copulas and quasi-copulas with given diagonal sections. Insurance Math. Econom., to appear.
12. A. Sklar: Fonctions de répartition á n dimensions et leurs marges. Publ. Inst. Statist. Univ. Paris 8 (1959), 229-231.