Displaying similar documents to “On associative copulas uniformly close.”

A remark on associative copulas

Piotr Mikusiński, Michael D. Taylor (1999)

Commentationes Mathematicae Universitatis Carolinae

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A method for producing associative copulas from a binary operation and a convex function on an interval is described.

Invariant copulas

Erich Peter Klement, Radko Mesiar, Endre Pap (2002)

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 L ∞ -measure of non-exchangeability for copulas belonging to this class.

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.