Abstract
In this paper, we present some methods for constructing copulas with a given diagonal section that are not necessarily symmetric. An interesting application for the construction of copulas with given tail dependence coefficients is, hence, provided.
| Original language | English |
|---|---|
| Pages (from-to) | 397-410 |
| Number of pages | 14 |
| Journal | International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems |
| Volume | 15 |
| Publication status | Published - 2007 |
Fields of science
- 101029 Mathematical statistics