[1] Amblard, C. and S. Girard (2009). A new extension of bivariate FGM copulas. Metrika 70(1), 1-17.CrossrefWeb of ScienceGoogle Scholar
[2] Blomqvist, N. (1950). On a measure of dependence between two random variables. Ann. Math. Statist. 21(4), 593-600.CrossrefGoogle Scholar
[3] Bruckner, A.M. and E. Ostrow (1962). Some function classes related to the class of convex functions. Pacific J. Math 12(4), 1203-1215.Google Scholar
[4] Di Bernardino, E. and D. Rullière (2013). On certain transformations of Archimedean copulas: Application to the nonparametric estimation of their generators. Depend. Model. 1, 1-36.Google Scholar
[5] Dolati, A. and M. Úbeda-Flores (2009). Constructing copulas by means of pairs of order statistics. Kybernetika 45(6), 992-1002.Google Scholar
[6] Durante, F. (2006). A new class of symmetric bivariate copulas. J. Nonparametr. Stat. 18(7-8), 499-510.CrossrefGoogle Scholar
[7] Durante, F., J. Fernández-Sánchez, and W. Trutschnig (2014). Solution to an open problem about a transformation on the space of copulas. Depend. Model. 2, 65-72.Google Scholar
[8] Durante, F., R. Foschi, and P. Sarkoci (2010). Distorted copulas: constructions and tail dependence. Comm. Statist. Theory Methods 39(12), 2288-2301.Google Scholar
[9] Durante, F., S. Girard, and G. Mazo (2015). Copulas based on Marshall-Olkin machinery. In U. Cherubini, F. Durante, and S. Mulinacci (Eds.), Marshall-Olkin Distributions - Advances in Theory and Applications, pp. 15-31. Springer, Cham.Google Scholar
[10] Durante, F., S. Girard, and G. Mazo (2016). Marshall-Olkin type copulas generated by a global shock. J. Comput. Appl. Math. 296, 638-648.Web of ScienceGoogle Scholar
[11] Durante, F. and C. Sempi (2016). Principles of Copula Theory. CRC Press, Boca Raton FL.Google Scholar
[12] Genest, C., J. Nešlehovà, and N. B. Ghorbal (2010). Spearman’s footrule and Gini’s gamma: a review with complements. J. Nonparametr. Stat. 22(8), 937-954.Google Scholar
[13] Joe, H. (1997). Multivariate Models and Dependence Concepts. Chapman & Hall, London.Google Scholar
[14] Klement, E. P., R. Mesiar, and E. Pap (2005). Transformations of copulas. Kybernetika 41(4), 425-434.Google Scholar
[15] Manstavicius, M. and G. Bagdonas (2019). A class of bivariate copula mappings. Fuzzy Sets Syst., 354(1), 48-62.Google Scholar
[16] Michiels, F. and A. De Schepper (2012). How to improve the fit of Archimedean copulas by means of transforms. Stat. Papers 53(2), 345-355.Web of ScienceGoogle Scholar
[17] Morillas, P. M. (2005). A method to obtain new copulas from a given one. Metrika 61(2), 169-184.CrossrefGoogle Scholar
[18] Nelsen, R. B. (2006). An Introduction to Copulas. Second edition. Springer, New York.Google Scholar
[19] Schweizer, B. and E. F. Wolff (1981). On nonparametric measures of dependence for random variables. Ann. Statist. 9(4), 879-885.CrossrefGoogle Scholar
[20] Valdez, E. A. and Y. Xiao (2011). On the distortion of a copula and its margins. Scand. Actuar. J. 2011(4), 292-317.Web of ScienceCrossrefGoogle Scholar
[21] Zhang, M.-H. (2008). Modelling total tail dependence along diagonals. Insurance Math. Econom. 42(1), 73-80.Google Scholar
Comments (0)