A new family of symmetric bivariate copulas

被引：20
作者：
Durante, Fabrizio [1 ]
机构：
[1] Johannes Kepler Univ, Dept Knowledge Based Math Syst, A-4040 Linz, Austria
来源：
COMPTES RENDUS MATHEMATIQUE | 2007年 / 344卷 / 03期
关键词：
D O I：
10.1016/j.crma.2006.12.004
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
A new class of copulas, depending on an univariate function, is introduced and its properties (dependence, ordering, symmetry) are studied. To cite this article: F. Durante, C. R. Acad. Sci. Paris, Ser. 1344 (2007). (c) 2006 Academie des sciences. Published by Elsevier Masson SAS. All rights reserved.
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页码：195 / 198
页数：4
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