A family of transformed copulas with a singular component-Reference-Cited by-同舟云学术

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A family of transformed copulas with a singular component

Published:2019-01 Issue: Volume:354 Page:20-47
ISSN:0165-0114
Container-title:Fuzzy Sets and Systems
language:en
Short-container-title:Fuzzy Sets and Systems

Author:

Xie Jiehua,Yang Jingping,Zhu Wenhao

Funder

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

Artificial Intelligence,Logic

Reference41 articles.

1. Associative Functions: Triangular Norms and Copulas;Alsina,2006

2. On a class of transformations of copulas and quasi-copulas;Alvoni;Fuzzy Sets Syst.,2009

3. Probability and Measure Theory;Ash,2000

4. Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes;Bassan;J. Multivar. Anal.,2005

5. Counterparty risk for CDS: default clustering effects;Bo;J. Bank. Finance,2015

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1. Dependent censoring with simultaneous death times based on the Generalized Marshall–Olkin model;Journal of Multivariate Analysis;2024-11

2. Curvilinear patchwork constructions of (quasi-)copulas with given curvilinear sections;Fuzzy Sets and Systems;2023-12

3. Utilizing a unit Gompertz distorted copula to model dependence in anthropometric data;Communications for Statistical Applications and Methods;2023-09-30

4. MULTIVARIATE COMPOSITE COPULAS;ASTIN Bulletin;2021-11-03

5. New families of bivariate copulas via unit weibull distortion;Journal of Statistical Distributions and Applications;2020-10-06

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