Name
Abstract | ||
|---|---|---|
In this paper, we present some methods for constructing copulas with a given diagonal section that are not necessarily symmetric. An interesting application for the construction of copulas with given tail dependence coefficients is, hence, provided. |
Year | DOI | Venue |
|---|---|---|
2007 | 10.1142/S0218488507004753 | INTERNATIONAL JOURNAL OF UNCERTAINTY FUZZINESS AND KNOWLEDGE-BASED SYSTEMS |
Keywords | Field | DocType |
copula, diagonal section, aggregation operator, tail dependence | Diagonal,Discrete mathematics,Tail dependence,Copula (linguistics),Mathematics | Journal |
Volume | Issue | ISSN |
15 | 4 | 0218-4885 |
Citations | PageRank | References |
37 | 3.96 | 6 |
Authors | ||
4 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Fabrizio Durante | 1 | 391 | 59.28 |
| Anna Kolesárová | 2 | 517 | 57.82 |
| Radko Mesiar | 3 | 3778 | 472.41 |
| Sempi, C. | 4 | 163 | 27.72 |