Displaying similar documents to “Non-exchangeable random variables, Archimax copulas and their fitting to real data”

DUCS copulas

Radko Mesiar, Monika Pekárová (2010)

Kybernetika

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Based on a recent representation of copulas invariant under univariate conditioning, a new class of copulas linked to a distortion of the identity function is introduced and studied.

A note on biconic copulas

Fabrizio Durante, Juan Fernández-Sánchez (2011)

Kybernetika

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We describe a class of bivariate copulas having a fixed diagonal section. The obtained class contains both the Fréchet upper and lower bounds and it allows to describe non-trivial tail dependence coefficients along both the diagonals of the unit square.