ON COPULAS THAT GENERALIZE SEMILINEAR COPULAS

被引:0
作者
Fernandez Sanchez, Juan [1 ]
Ubeda-Flores, Manuel [2 ]
机构
[1] Univ Almeria, Grp Invest Anal Matemat, La Canada De San Urbano 04120, Almeria, Spain
[2] Univ Almeria, Dept Estadist & Matemat Aplicada, La Canada De San Urbano 04120, Almeria, Spain
关键词
1-Lipschitz condition; 2-increasing property; copula; quasi-copula; tail dependence;
D O I
暂无
中图分类号
TP3 [计算技术、计算机技术];
学科分类号
0812 ;
摘要
We study a wide class of copulas which generalizes well-known families of copulas, such as the semilinear copulas. We also study corresponding results for the case of quasi-copulas.
引用
收藏
页码:968 / 976
页数:9
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