Name
Abstract | ||
|---|---|---|
We introduce the notion of diagonal plane section of a trivariate copula as an additional tool to describe its tail dependence behavior. This notion extends the concept of diagonal section of a bivariate copula. We provide existence results for trivariate copulas with a given diagonal plane function. Related results are discussed, especially about extensions to a higher dimensional setting. |
Year | DOI | Venue |
|---|---|---|
2016 | 10.1016/j.ins.2015.11.024 | Information Sciences |
Keywords | Field | DocType |
Aggregation function,Copula,Measure,Tail dependence | Diagonal,Discrete mathematics,Tail dependence,Mathematical analysis,Copula (linguistics),Pure mathematics,Bivariate analysis,Mathematics | Journal |
Volume | Issue | ISSN |
333 | C | 0020-0255 |
Citations | PageRank | References |
4 | 0.48 | 11 |
Authors | ||
4 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Fabrizio Durante | 1 | 391 | 59.28 |
| Juan Fernández-Sánchez | 2 | 88 | 15.63 |
| José Juan Quesada-Molina | 3 | 67 | 12.83 |
| Manuel Úbeda-flores | 4 | 71 | 13.89 |