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Volumn 179, Issue 17, 2009, Pages 2863-2871

On copulas and their diagonals

Author keywords

Copula; Diagonal section

Indexed keywords

ABSOLUTELY CONTINUOUS COPULA; ANALYTIC FORMULA; COPULA; DIAGONAL SECTION; ORDER STATISTICS; SUFFICIENT CONDITIONS;

EID: 67549136288     PISSN: 00200255     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ins.2008.09.006     Document Type: Article
Times cited : (50)

References (16)
  • 3
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    • Absolutely continuous copulas with given diagonal sections, communications in statistics
    • Durante F., and Jaworski P. Absolutely continuous copulas with given diagonal sections, communications in statistics. Theory Methods 37 (2008) 2924-2942
    • (2008) Theory Methods , vol.37 , pp. 2924-2942
    • Durante, F.1    Jaworski, P.2
  • 5
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    • On a family of copulas constructed from the diagonal section
    • Durante F., Mesiar R., and Sempi C. On a family of copulas constructed from the diagonal section. Soft Computing 10 (2006) 490-494
    • (2006) Soft Computing , vol.10 , pp. 490-494
    • Durante, F.1    Mesiar, R.2    Sempi, C.3
  • 6
    • 50849143415 scopus 로고    scopus 로고
    • On uniform tail expansions of multivariate copulas and wide convergence of measures
    • Jaworski P. On uniform tail expansions of multivariate copulas and wide convergence of measures. Applied Mathematics 33 (2006) 159-184
    • (2006) Applied Mathematics , vol.33 , pp. 159-184
    • Jaworski, P.1
  • 7
    • 67549146413 scopus 로고    scopus 로고
    • Bounds for value at risk - the approach based on copulas with homogeneous tails
    • Jaworski P. Bounds for value at risk - the approach based on copulas with homogeneous tails. Mathware and Soft Computing 15 (2008) 113-124
    • (2008) Mathware and Soft Computing , vol.15 , pp. 113-124
    • Jaworski, P.1
  • 8
    • 67549141549 scopus 로고    scopus 로고
    • Absolute continuous copulas in reliability problems
    • submitted for publication
    • P. Jaworski, T. Rychlik, Absolute continuous copulas in reliability problems, submitted for publication.
    • Jaworski, P.1    Rychlik, T.2
  • 11
    • 67549087807 scopus 로고    scopus 로고
    • Ordinal sums and idempotents of copulas
    • (to appear)
    • Mesiar R., and Sempi C. Ordinal sums and idempotents of copulas. Aequationaes Math (2008) (to appear)
    • (2008) Aequationaes Math
    • Mesiar, R.1    Sempi, C.2
  • 14
    • 0002509284 scopus 로고
    • Bounds for expectation of L-estimates for dependent samples
    • Rychlik T. Bounds for expectation of L-estimates for dependent samples. Statistics 24 (1993) 1-7
    • (1993) Statistics , vol.24 , pp. 1-7
    • Rychlik, T.1
  • 15
    • 38149144796 scopus 로고
    • Distributions and expectations of order statistics for possibly dependent random variables
    • Rychlik T. Distributions and expectations of order statistics for possibly dependent random variables. Journal of Multivariate Analysis 48 (1994) 31-42
    • (1994) Journal of Multivariate Analysis , vol.48 , pp. 31-42
    • Rychlik, T.1
  • 16
    • 38649096932 scopus 로고    scopus 로고
    • Modelling total tail dependence along diagonals
    • Zhang M.H. Modelling total tail dependence along diagonals. Insurance: Mathematics and Economics 42 (2008) 73-80
    • (2008) Insurance: Mathematics and Economics , vol.42 , pp. 73-80
    • Zhang, M.H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.