On the construction of copulas and quasi-copulas with given diagonal sections

By Roger B. Nelsen, J. Quesada-Molina, J. -. Rodríguez-Lallena, Manuel Úbeda-Flores. 2008

121 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/b3fa9e8f978891fdffb502ca9b4baa15729ada78

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Citations in the corpus

Copula Theory: An Introduction (2010, background): “• copulas with given support: see [72]; • copulas with given horizontal and/or vertical sections: see [48, 110, 167, 170, 196]; • copulas with given diagonal sections: see [34, 35, 44, 47, 59, 101, 102, 134, 154];”
Absolutely Continuous Copulas with Given Diagonal Sections (2008, background): “In fact, the constructions known in literature provide copulas with given diagonal sections having, in general, a singular component: see Nelsen (2006), and the recent papers by Durante et al. (2006, 2007), and Nelsen et al. (2008).”
Aggregation Functions: A Guide for Practitioners (2007, methodology): “Any copula can be uniquely determined by means of its diagonal (see [195]).”
Probabilistic assessment of flood risks using trivariate copulas (2012, background): “1 FX ðxÞ > ujFY ðyÞ > uf g ð18Þ in terms of copula the above equations can also be expressed as (Nelsen et al. 2008), lU ¼ lim u!”
Rectangular Patchwork for Bivariate Copulas and Tail Dependence (2009, background): “Another related construction has been considered by Durante et al. (2007a), under the name diagonal patchwork, and by Nelsen et al. (2008), under the name diagonal splice.”
Spatio-temporal analysis and derivation of copula-based intensity–area–frequency curves for droughts in western Rajasthan (India) (2013, background): “1 FX xð Þ[ ujFY yð Þ[ uf g ð12Þ Using copula the above equations can also be expressed as (Nelsen et al. 2008) kU ¼ lim u!”