Extreme distribution functions of copulas

Manuel Úbeda-Flores

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Displaying similar documents to “Extreme distribution functions of copulas”

Editorial to the special issue on “Random Variables, Joint Distribution Functions, and Copulas”

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Constructing copulas by means of pairs of order statistics

Ali Dolati, Manuel Úbeda-Flores (2009)

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In this paper, we introduce two transformations on a given copula to construct new and recover already-existent families. The method is based on the choice of pairs of order statistics of the marginal distributions. Properties of such transformations and their effects on the dependence and symmetry structure of a copula are studied.

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