Page 1

Displaying 1 – 2 of 2

Showing per page

Quasi-concave copulas, asymmetry and transformations

Elisabetta Alvoni, Pier Luigi Papini (2007)

Commentationes Mathematicae Universitatis Carolinae

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., Extremes of nonexchangeability, Statist. Papers 48 (2007), 329–336; Klement E.P., Mesiar R., How non-symmetric can a copula be?, Comment. Math. Univ. Carolin. 47 (2006), 141–148....

Quasi-copulas with quadratic sections in one variable

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

Kybernetika

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.

Currently displaying 1 – 2 of 2

Page 1