On copulas that generalize semilinear copulas

Juan Fernández Sánchez; Manuel Úbeda-Flores

Kybernetika (2012)

  • Volume: 48, Issue: 5, page 968-976
  • ISSN: 0023-5954

Abstract

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We study a wide class of copulas which generalizes well-known families of copulas, such as the semilinear copulas. We also study corresponding results for the case of quasi-copulas.

How to cite

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Fernández Sánchez, Juan, and Úbeda-Flores, Manuel. "On copulas that generalize semilinear copulas." Kybernetika 48.5 (2012): 968-976. <http://eudml.org/doc/251379>.

@article{FernándezSánchez2012,
abstract = {We study a wide class of copulas which generalizes well-known families of copulas, such as the semilinear copulas. We also study corresponding results for the case of quasi-copulas.},
author = {Fernández Sánchez, Juan, Úbeda-Flores, Manuel},
journal = {Kybernetika},
keywords = {1-Lipschitz condition; 2-increasing property; copula; quasi-copula; tail dependence; Lipschitz condition; increasing property; quasi-copula; tail dependence},
language = {eng},
number = {5},
pages = {968-976},
publisher = {Institute of Information Theory and Automation AS CR},
title = {On copulas that generalize semilinear copulas},
url = {http://eudml.org/doc/251379},
volume = {48},
year = {2012},
}

TY - JOUR
AU - Fernández Sánchez, Juan
AU - Úbeda-Flores, Manuel
TI - On copulas that generalize semilinear copulas
JO - Kybernetika
PY - 2012
PB - Institute of Information Theory and Automation AS CR
VL - 48
IS - 5
SP - 968
EP - 976
AB - We study a wide class of copulas which generalizes well-known families of copulas, such as the semilinear copulas. We also study corresponding results for the case of quasi-copulas.
LA - eng
KW - 1-Lipschitz condition; 2-increasing property; copula; quasi-copula; tail dependence; Lipschitz condition; increasing property; quasi-copula; tail dependence
UR - http://eudml.org/doc/251379
ER -

References

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