A new family of symmetric bivariate copulas

Fabrizio Durante

doi:10.1016/j.crma.2006.12.004

A new family of symmetric bivariate copulas

Fabrizio Durante

Institute for Mathematical Methods in Medicine and Data Based Modeling

Research output: Contribution to journal › Article › peer-review

Abstract

A new class of copulas, depending on a univariate function, is introduced and its properties (dependence, ordering, symmetry) are studied.

Original language	English
Pages (from-to)	195-198
Number of pages	4
Journal	Comptes Rendus Mathematique
Volume	344
Issue number	3
DOIs	https://doi.org/10.1016/j.crma.2006.12.004
Publication status	Published - 01 Feb 2007

Fields of science

101029 Mathematical statistics

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10.1016/j.crma.2006.12.004

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A new family of symmetric bivariate copulas

Abstract

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