Copulas are used to specify dependence between two or more random variables. The last
few years have seen a surge of developments of parametric models for copulas. Here, we …

Copula Theory: An Introduction | SpringerLink Skip to main content Advertisement SpringerLink
Account Menu Find a journal Publish with us Track your research Search Cart Book cover …

This paper presents a review of the concept of an n-quasi-copula, starting from the
characterization of functions that can be derived from operations on random variables. We …

We present a method for constructing bivariate copulas by changing the values that a given
copula assumes on some subrectangles of the unit square. Some applications of this …

This paper generalizes the migrativity of triangular norms (t-norms for short). Precisely, we
find those continuous t-norms T which satisfy T (λ1x, λ2y)= λ3T (x, y), where λi∈(0, 1], i= 1, 2 …

Copulas are functions that link an n-dimensional distribution function with its one-
dimensional margins. In this contribution we show how n-variate copulas with given values …

The (α, T)-migrative triangular subnorms, where T stands for the three prototype triangular
norms (namely the product, the Łukasiewicz t-norm and the minimum), are investigated in …

We review various methods for constructing bivariate copulas with given diagonal sections
from seminal work to the most recent research on copulas with given diagonal and opposite …

The dominance relation in several families of continuous Archimedean t-norms and copulas
is investigated. On the one hand, the contribution provides a comprehensive overview on …

We present a method for constructing symmetric copulas which generalizes the diagonal
patchwork construction of copulas procedure. We also show how it is related to a new …