Displaying similar documents to “Defects and transformations of quasi-copulas”

Quasi-concave copulas, asymmetry and transformations

Elisabetta Alvoni, Pier Luigi Papini (2007)

Commentationes Mathematicae Universitatis Carolinae

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In this paper we consider a class of copulas, called quasi-concave; we compare them with other classes of copulas and we study conditions implying symmetry for them. Recently, a measure of asymmetry for copulas has been introduced and the maximum degree of asymmetry for them in this sense has been computed: see Nelsen R.B., , Statist. Papers (2007), 329–336; Klement E.P., Mesiar R., ?, Comment. Math. Univ. Carolin. (2006), 141–148. Here we compute the maximum degree of asymmetry that...

On quasi-homogeneous copulas

Gaspar Mayor, Radko Mesiar, Joan Torrens (2008)

Kybernetika

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Quasi-homogeneity of copulas is introduced and studied. Quasi-homogeneous copulas are characterized by the convexity and strict monotonicity of their diagonal sections. As a by-product, a new construction method for copulas when only their diagonal section is known is given.

Quasi-copulas with quadratic sections in one variable

José Antonio Rodríguez–Lallena, Manuel Úbeda-Flores (2008)

Kybernetika

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We introduce and characterize the class of multivariate quasi-copulas with quadratic sections in one variable. We also present and analyze examples to illustrate our results.

Baire category results for quasi–copulas

Fabrizio Durante, Juan Fernández-Sánchez, Wolfgang Trutschnig (2016)

Dependence Modeling

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The aim of this manuscript is to determine the relative size of several functions (copulas, quasi– copulas) that are commonly used in stochastic modeling. It is shown that the class of all quasi–copulas that are (locally) associated to a doubly stochastic signed measure is a set of first category in the class of all quasi– copulas. Moreover, it is proved that copulas are nowhere dense in the class of quasi-copulas. The results are obtained via a checkerboard approximation of quasi–copulas. ...

Constructing copulas by means of pairs of order statistics

Ali Dolati, Manuel Úbeda-Flores (2009)

Kybernetika

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In this paper, we introduce two transformations on a given copula to construct new and recover already-existent families. The method is based on the choice of pairs of order statistics of the marginal distributions. Properties of such transformations and their effects on the dependence and symmetry structure of a copula are studied.