Durante, Fabrizio; Jaworski, Piotr; Mesiar, Radko - In: Statistics & Probability Letters 81 (2011) 12, pp. 1995-2003
We consider a family of copulas that are invariant under univariate truncation. Such a family has some distinguishing properties: it is generated by means of a univariate function; it can capture non-exchangeable dependence structures; it can be easily simulated. Moreover, such a class presents...