My introduction to copulas
Fabrizio Durante, Giovanni Puccetti, Matthias Scherer, Steven Vanduffel (2017)
Dependence Modeling
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Displaying similar documents to “Orbital semilinear copulas”
My introduction to copulas
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.
Constructing copulas by means of pairs of order statistics
Ali Dolati, Manuel Úbeda-Flores (2009)
Kybernetika
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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.
Invariant copulas
Erich Peter Klement, Radko Mesiar, Endre Pap (2002)
Kybernetika
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