Multivariate copulas with cubic sections in one variable

Journal of Nonparametric Statistics

Volumn 20, Issue 1, 2008, Pages 91-98

  Úbeda Flores, Manuel ^a  

^a UNIVERSITY OF ALMERÍA   (Spain)

Author keywords

Concordance ordering; Copulas; Dependence concepts; Multivariate Blomqvist's beta

Indexed keywords

EID: 39449097345     PISSN: 10485252     EISSN: 10290311     Source Type: Journal    
DOI: 10.1080/10485250801908355     Document Type: Article

References (8)

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3. G.A. Fredricks and R.B. Nelsen, Copulas constructed from diagonal, sections, in Distributions with Given Marginals and Moment Problems, V. Beneš and J. Štěpán, eds., Kluwer Academic Publishers, Dordrecht, 1997, pp. 129-136.
4. R.B. Nelsen, J.J. Quesada-Molina and J.A. Rodriguez-Lallena, Bivariate copulas with cubic sections, J. Nonparametr. Statist. 7 (1997), pp. 205-220.
5. J.J. Quesada-Molina and J.A. Rodríguez-Lallena, Bivariate copulas with quadratic sections, J. Nonparametr. Statist. 5 (1995), pp. 323-337.
6. B. Lafuerza-Guillén, J.A. Rodriguez-Lallena, and C Sempi, Familias de Cópulas Trivariantes, in III Congreso de Matemática Aplicada-XIII C.E.D.Y.A., A.C. Casal Piga, L. Gavete Corvinos, C Conde Lázaro and J. Herranz Calzada, eds., Servicio de Publicaciones de la Universidad Politécnica, Madrid, 1995, pp. 809-814.
7. M. Ubeda-Flores, Introducción a la teoría de cópulas. Aplicaciones, Predoctoral research dissertation, University of Almería, Spain, 1998.
8. _, Multivariate versions of Blomqvist's beta and Spearman's footrule. Ann. Inst. Statist. Math. 57 (2005), pp. 781-788.