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Durante, Fabrizio; Kolesárová, Anna; Mesiar, Radko; Sempi, Carlo
Copulas with given diagonal sections: novel constructions and applications. (English) Zbl 1158.62324
Int. J. Uncertain. Fuzziness Knowl.-Based Syst. 15, No. 4, 397-410 (2007).

Cited in 48 Documents
MSC:
62H05 Characterization and structure theory for multivariate probability distributions; copulas
Keywords:
aggregation operator; tail dependence; diagonal patchwork copulas; generalized diagonal copulas
Software:
QRM
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\textit{F. Durante} et al., Int. J. Uncertain. Fuzziness Knowl.-Based Syst. 15, No. 4, 397--410 (2007; Zbl 1158.62324)
Full Text: DOI
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