Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations

IF 0.8 Q4 STATISTICS & PROBABILITY

Dependence Modeling Pub Date : 2018-06-28 DOI:10.1515/demo-2018-0009

J. Fernández-Sánchez, Manuel Úbeda-Flores

引用次数: 10

Abstract

Abstract We review various methods for constructing bivariate copulas with given diagonal sections from seminal work to the most recent research on copulas with given diagonal and opposite diagonal sections. A survey on a generalization of copulas with given diagonal plane sections in higher dimensions and other sections that generalize the diagonal and opposite diagonal sections is of particular interest.

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给定对角(和对对角)截面的连曲线的构造及一些推广

摘要:本文综述了从最初的研究到最近关于给定对角和对对角的二元联轴的研究，各种构造具有给定对角截面的二元联轴的方法。对高维中具有给定对角线平面截面和其他对对角线和对对角线截面进行推广的截面的copuls的推广的研究是特别有趣的。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Dependence Modeling STATISTICS & PROBABILITY-

CiteScore

1.00

自引率

0.00%

发文量

审稿时长

12 weeks

期刊介绍： The journal Dependence Modeling aims at providing a medium for exchanging results and ideas in the area of multivariate dependence modeling. It is an open access fully peer-reviewed journal providing the readers with free, instant, and permanent access to all content worldwide. Dependence Modeling is listed by Web of Science (Emerging Sources Citation Index), Scopus, MathSciNet and Zentralblatt Math. The journal presents different types of articles: -"Research Articles" on fundamental theoretical aspects, as well as on significant applications in science, engineering, economics, finance, insurance and other fields. -"Review Articles" which present the existing literature on the specific topic from new perspectives. -"Interview articles" limited to two papers per year, covering interviews with milestone personalities in the field of Dependence Modeling. The journal topics include (but are not limited to):　 -Copula methods -Multivariate distributions -Estimation and goodness-of-fit tests -Measures of association -Quantitative risk management -Risk measures and stochastic orders -Time series -Environmental sciences -Computational methods and software -Extreme-value theory -Limit laws -Mass Transportations