A new class of bivariate copulas

被引：120

作者：

Rodríguez-Lallena, JA ^{[1
]}

Ubeda-Flores, M ^{[1
]}

机构：

[1] Univ Almeria, Dept Estadist & Math Aplicada, Almeria, Spain

来源：

STATISTICS & PROBABILITY LETTERS | 2004年 / 66卷 / 03期

关键词：

concordance ordering; copulas; dependence concepts; measures of association; symmetry properties;

D O I：

10.1016/j.spl.2003.09.010

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We study a wide class of bivariate copulas depending on two univariate functions which generalizes many known families of copulas. We measure the dependence of any copula of this class in different ways, exhibit several properties concerning symmetry, dependence concepts, and concordance ordering, and provide several examples. (C) 2003 Elsevier B.V. All rights reserved.

引用

页码：315 / 325

页数：11

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