Name
Abstract | ||
|---|---|---|
Several extensions of the family of (bivariate) Eyraud-Farlie-Gumbel-Morgenstern copulas (EFGM copulas) are considered. Some of them are well-known from the literature, others have recently been suggested (copulas based on quadratic constructions, based on some forms of convexity, and polynomial copulas). For each of these extensions we analyze which properties of EFGM copulas are preserved (or even improved) and which are (partly) lost. Such properties can be structural (order theoretical or topological) in nature, or algebraic (symmetry or being a polynomial) or analytic (absolute continuity). Other examples are forms of convexity, quadrant dependence, and symmetry with respect to copula transformations. The last group of properties considered here is related to some dependence parameters. |
Year | DOI | Venue |
|---|---|---|
2021 | 10.1016/j.fss.2020.11.001 | Fuzzy Sets and Systems |
Keywords | DocType | Volume |
Eyraud-Farlie-Gumbel-Morgenstern copula,Dependence parameter,Perturbation,Polynomial copula,Schur concavity,Ultramodularity | Journal | 415 |
ISSN | Citations | PageRank |
0165-0114 | 0 | 0.34 |
References | Authors | |
15 | 5 | |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Susanne Saminger-Platz | 1 | 76 | 10.94 |
| Anna Kolesárová | 2 | 517 | 57.82 |
| A. Šeliga | 3 | 0 | 1.69 |
| Radko Mesiar | 4 | 3778 | 472.41 |
| Erich Peter Klement | 5 | 989 | 128.89 |