On copulas that generalize semilinear copulas
Kybernetika, Tome 48 (2012) no. 5, pp. 968-976
Voir la notice de l'article provenant de la source Czech Digital Mathematics Library
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.
Classification :
60E05, 62H20
Keywords: 1-Lipschitz condition; 2-increasing property; copula; quasi-copula; tail dependence
Keywords: 1-Lipschitz condition; 2-increasing property; copula; quasi-copula; tail dependence
@article{KYB_2012__48_5_a9,
author = {Fern\'andez S\'anchez, Juan and \'Ubeda-Flores, Manuel},
title = {On copulas that generalize semilinear copulas},
journal = {Kybernetika},
pages = {968--976},
publisher = {mathdoc},
volume = {48},
number = {5},
year = {2012},
mrnumber = {3086863},
language = {en},
url = {http://geodesic.mathdoc.fr/item/KYB_2012__48_5_a9/}
}
Fernández Sánchez, Juan; Úbeda-Flores, Manuel. On copulas that generalize semilinear copulas. Kybernetika, Tome 48 (2012) no. 5, pp. 968-976. http://geodesic.mathdoc.fr/item/KYB_2012__48_5_a9/