Invariant copulas
Erich Peter Klement, Radko Mesiar, Endre Pap (2002)
Kybernetika
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Displaying similar documents to “Norms for copulas.”
Invariant copulas
Bivariate copulas, norms and non-exchangeability
Pier Luigi Papini (2015)
Dependence Modeling
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The present paper is related to the study of asymmetry for copulas by introducing functionals based on different norms for continuous variables. In particular, we discuss some facts concerning asymmetry and we point out some flaws occurring in the recent literature dealing with this matter.
Univariate conditioning of copulas
Radko Mesiar, Vladimír Jágr, Monika Juráňová, Magda Komorníková (2008)
Kybernetika
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The univariate conditioning of copulas is studied, yielding a construction method for copulas based on an a priori given copula. Based on the gluing method, g-ordinal sum of copulas is introduced and a representation of copulas by means of g-ordinal sums is given. Though different right conditionings commute, this is not the case of right and left conditioning, with a special exception of Archimedean copulas. Several interesting examples are given. Especially, any Ali-Mikhail-Haq copula...
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.
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.
My introduction to copulas
Fabrizio Durante, Giovanni Puccetti, Matthias Scherer, Steven Vanduffel (2017)
Dependence Modeling
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