Invariant copulas
Erich Peter Klement, Radko Mesiar, Endre Pap (2002)
Kybernetika
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Displaying similar documents to “Constructing copulas by means of pairs of order statistics”
Invariant copulas
Solution to an open problem about a transformation on the space of copulas
Fabrizio Durante, Juan Fernández-Sánchez, Wolfgang Trutschnig (2014)
Dependence Modeling
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We solve a recent open problem about a new transformation mapping the set of copulas into itself. The obtained mapping is characterized in algebraic terms and some limit results are proved.
Editorial to the special issue on “Random Variables, Joint Distribution Functions, and Copulas”
Fabrizio Durante, Radko Mesiar, Carlo Sempi (2008)
Kybernetika
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Componentwise concave copulas and their asymmetry
Fabrizio Durante, Pier Luigi Papini (2009)
Kybernetika
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The class of componentwise concave copulas is considered, with particular emphasis on its closure under some constructions of copulas (e.g., ordinal sum) and its relations with other classes of copulas characterized by some notions of concavity and/or convexity. Then, a sharp upper bound is given for the -measure of non-exchangeability for copulas belonging to this class.
My introduction to copulas
Fabrizio Durante, Giovanni Puccetti, Matthias Scherer, Steven Vanduffel (2017)
Dependence Modeling
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