The impact on the properties of the EFGM copulas when extending this family

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F21%3A00545164" target="_blank" >RIV/67985556:_____/21:00545164 - isvavai.cz</a>
Result on the web
<a href="https://www.sciencedirect.com/science/article/pii/S0165011420304176?via%3Dihub" target="_blank" >https://www.sciencedirect.com/science/article/pii/S0165011420304176?via%3Dihub</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1016/j.fss.2020.11.001" target="_blank" >10.1016/j.fss.2020.11.001</a>

Result language
angličtina
Original language name
The impact on the properties of the EFGM copulas when extending this family
Original language description
Several extensions of the family of (bivariate) Eyraud-Farlie-Gumbel-Morgenstern copulas (EFGM copulas) are considered. Some of them are well-known from the literature, others have recently been suggested (copulas based on quadratic constructions, based on some forms of convexity, and polynomial copulas). For each of these extensions we analyze which properties of EFGM copulas are preserved (or even improved) and which are (partly) lost. Such properties can be structural (order theoretical or topological) in nature, or algebraic (symmetry or being a polynomial) or analytic (absolute continuity). Other examples are forms of convexity, quadrant dependence, and symmetry with respect to copula transformations. The last group of properties considered here is related to some dependence parameters.
Czech name
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Czech description
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Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
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OECD FORD branch
10103 - Statistics and probability

Project
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Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year
2021
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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