Quasi-concave copulas, asymmetry and transformations

Commentationes Mathematicae Universitatis Carolinae

Volumn 48, Issue 2, 2007, Pages 311-319

  Alvoni, Elisabetta ^a   Papini, Pier Luigi ^b  

^a Dipartimento MATEMATES   (Italy)

^b UNIVERSITY OF BOLOGNA   (Italy)

Author keywords

Asymmetry; Copula; Quasi concave

Indexed keywords

EID: 75549090455     PISSN: 00102628     EISSN: 12137243     Source Type: Journal    
DOI: None     Document Type: Article

References (7)

1. Durante F., Solution of an open problem for associative copulas, Fuzzy Sets and Systems 152 (2005), 411-415
2. Genest C., Ghoudi K., Rivest L.-P., Discussion on "Understanding relationships using copulas" by E. Frees and E. Valdez, N. Am. Actuar. J. 2 (1999), 143-149
3. Klement E.P., Mesiar R., How non-symmetric can a copula be?, Comment. Math. Univ. Carolin. 47 (2006), 141-148
4. Klement E.P., Mesiar R., Pap E., Different types of continuity of triangular norms revisited, New Math. Nat. Comput. 1 (2005), 1-17
5. Nelsen R.B., An Introduction to Copulas, 2nd edition, Springer, New York, 2006
6. Nelsen R.B., Extremes of nonexchangeability, Statist. Papers 48 (2007), 329-336
7. Robert A.W., Varberg D.E., Convex Functions, Academic Press, New York, 1973