On Some Recent Construction Methods for Bivariate Copulas View Full Text


Ontology type: schema:Chapter     


Chapter Info

DATE

2017

AUTHORS

Radko Mesiar , Anna Kolesárová

ABSTRACT

Recently, we have introduced several new methods of constructing bivariate copulas. In this overview paper, we recall and exemplify some of them. We first introduce ultramodular copulas and then we present two construction methods for bivariate copulas based on ultramodular copulas. As an application, the construction of DUCS copulas is shown. The third presented construction method is based on quadratic polynomials of three variables. A quadratic construction is applied for deriving special classes of perturbed copulas. Finally, particular modular functions are considered for constructing copulas. The discussed construction methods are illustrated by several examples. More... »

PAGES

243-253

References to SciGraph publications

  • 1997. Diagonal Copulas in DISTRIBUTIONS WITH GIVEN MARGINALS AND MOMENT PROBLEMS
  • 1978-02. On τT semigroups of probability distribution functions II in AEQUATIONES MATHEMATICAE
  • Book

    TITLE

    Information Technology and Computational Physics

    ISBN

    978-3-319-44259-4
    978-3-319-44260-0

    From Grant

    Identifiers

    URI

    http://scigraph.springernature.com/pub.10.1007/978-3-319-44260-0_15

    DOI

    http://dx.doi.org/10.1007/978-3-319-44260-0_15

    DIMENSIONS

    https://app.dimensions.ai/details/publication/pub.1085734948


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