| Title:
|
On quasi-homogeneous copulas (English) |
| Author:
|
Mayor, Gaspar |
| Author:
|
Mesiar, Radko |
| Author:
|
Torrens, Joan |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
44 |
| Issue:
|
6 |
| Year:
|
2008 |
| Pages:
|
745-756 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
Quasi-homogeneity of copulas is introduced and studied. Quasi-homogeneous copulas are characterized by the convexity and strict monotonicity of their diagonal sections. As a by-product, a new construction method for copulas when only their diagonal section is known is given. (English) |
| Keyword:
|
copula |
| Keyword:
|
diagonal section |
| Keyword:
|
quasi-homogeneity |
| MSC:
|
62E10 |
| MSC:
|
62H05 |
| idZBL:
|
Zbl 1196.62058 |
| idMR:
|
MR2488902 |
| . |
| Date available:
|
2009-09-24T20:39:53Z |
| Last updated:
|
2013-09-21 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/135888 |
| . |
| Reference:
|
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| Reference:
|
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| Reference:
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| Reference:
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| Reference:
|
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| Reference:
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| Reference:
|
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| Reference:
|
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| Reference:
|
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| Reference:
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[10] Fredricks G. A., Nelsen R. B.: Copulas constructed from diagonal sections.In: Distributions with Given Marginals and Moment Problems (V. Beneš and J. Štěpán, eds.), Kluwer Academic Publishers, Dordrecht 1977, pp. 129–136 MR 1614666 |
| Reference:
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| Reference:
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| . |
