A New Characterization of Bivariate Copulas

被引：25
|
作者：
Durante, Fabrizio [2 ]
Jaworski, Piotr [1 ]
机构：
[1] Warsaw Univ, Inst Math, PL-02097 Warsaw, Poland
[2] Johannes Kepler Univ Linz, Dept Knowledge Based Math Syst, A-4040 Linz, Austria
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2010年 / 39卷 / 16期
关键词：
Copula; Dini derivative; 2-increasing property; QUASI-COPULAS; DIAGONAL SECTIONS; CONSTRUCTIONS;
D O I：
10.1080/03610920903151459
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
A new characterization of bivariate copulas is given by using the notion of Dini derivatives. Several examples illustrate the usefulness of this result.
引用
收藏
页码：2901 / 2912
页数：12
相关论文
共 50 条
  • [1] A new class of bivariate copulas
    Rodríguez-Lallena, JA
    Ubeda-Flores, M
    STATISTICS & PROBABILITY LETTERS, 2004, 66 (03) : 315 - 325
  • [2] A new family of symmetric bivariate copulas
    Durante, Fabrizio
    COMPTES RENDUS MATHEMATIQUE, 2007, 344 (03) : 195 - 198
  • [3] A new extension of bivariate FGM copulas
    Cécile Amblard
    Stéphane Girard
    Metrika, 2009, 70 : 1 - 17
  • [4] A new extension of bivariate FGM copulas
    Amblard, Cecile
    Girard, Stephane
    METRIKA, 2009, 70 (01) : 1 - 17
  • [5] A new class of symmetric bivariate copulas
    Durante, Fabrizio
    JOURNAL OF NONPARAMETRIC STATISTICS, 2006, 18 (7-8) : 499 - 510
  • [6] Approximation of bivariate copulas by patched bivariate Frechet copulas
    Zheng, Yanting
    Yang, Jingping
    Huang, Jianhua Z.
    INSURANCE MATHEMATICS & ECONOMICS, 2011, 48 (02): : 246 - 256
  • [7] New classes of power series bivariate copulas
    Roozegar, Rasool
    Nadarajah, Saralees
    JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2017, 326 : 235 - 246
  • [8] A large class of new bivariate copulas and their properties
    Sharifonnasabi, Zahra
    Alamatsaz, Mohammad Hossein
    Kazemi, Iraj
    BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS, 2018, 32 (03) : 497 - 524
  • [9] Characterization of bivariate quadratic transformations of quasi-copulas
    Tongjundee, P.
    Boonyasri, V.
    Tasena, S.
    IRANIAN JOURNAL OF FUZZY SYSTEMS, 2023, 20 (04): : 165 - 178
  • [10] A recipe for bivariate copulas
    Key, Eric
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2016, 45 (21) : 6416 - 6420
12345