| Title:
|
On copulas that generalize semilinear copulas (English) |
| Author:
|
Fernández Sánchez, Juan |
| Author:
|
Úbeda-Flores, Manuel |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
48 |
| Issue:
|
5 |
| Year:
|
2012 |
| Pages:
|
968-976 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
We study a wide class of copulas which generalizes well-known families of copulas, such as the semilinear copulas. We also study corresponding results for the case of quasi-copulas. (English) |
| Keyword:
|
1-Lipschitz condition |
| Keyword:
|
2-increasing property |
| Keyword:
|
copula |
| Keyword:
|
quasi-copula |
| Keyword:
|
tail dependence |
| MSC:
|
60E05 |
| MSC:
|
62H20 |
| idMR:
|
MR3086863 |
| . |
| Date available:
|
2012-12-17T13:38:06Z |
| Last updated:
|
2013-09-24 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/143093 |
| . |
| Reference:
|
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