Search

Start Over Subject 1-Lipschitz condition

1. On copulas that generalize semilinear copulas

Creator:
Sánchez, Juan Fernández and Úbeda-Flores, Manuel
Format:
bez média and svazek
Type:
model:article and TEXT
Subject:
1-Lipschitz condition, 2-increasing property, copula, quasi-copula, and tail dependence
Language:
English
Description:
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.
Rights:
http://creativecommons.org/publicdomain/mark/1.0/ and policy:public

2. Quasi-copulas with quadratic sections in one variable

Creator:
Rodríguez-Lallena, José Antonio and Úbeda-Flores, Manuel
Format:
bez média and svazek
Type:
model:article and TEXT
Subject:
1-Lipschitz condition, copula, quasi-copula, and quadratic sections
Language:
English
Description:
We introduce and characterize the class of multivariate quasi-copulas with quadratic sections in one variable. We also present and analyze examples to illustrate our results.
Rights:
http://creativecommons.org/publicdomain/mark/1.0/ and policy:public