A new class of bivariate copulas
We study a wide class of bivariate copulas depending on two univariate functions which generalizes many known families of copulas. We measure the dependence of any copula of this class in different ways, exhibit several properties concerning symmetry, dependence concepts, and concordance ordering, and provide several examples.
Year of publication: |
2004
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Authors: | Rodríguez-Lallena, José Antonio ; Úbeda-Flores, Manuel |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 66.2004, 3, p. 315-325
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Publisher: |
Elsevier |
Keywords: | Concordance ordering Copulas Dependence concepts Measures of association Symmetry properties |
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