Fabrizio Durante, Anna Kolesárová, Radko Mesiar, Carlo Sempi,
"Copulas with given diagonal sections: novel constructions and applications"
, in International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, Vol. 15, Seite(n) 397-410, 2007, ISSN: 1793-6411
Original Titel:
Copulas with given diagonal sections: novel constructions and applications
Sprache des Titels:
Englisch
Original Kurzfassung:
In this paper, we present some methods for constructing copulas with a given diagonal section that are not necessarily symmetric. An interesting application for the construction of copulas with given tail dependence coefficients is, hence, provided.
Sprache der Kurzfassung:
Deutsch
Journal:
International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems
Forschungs-