Multivariate copulas with quadratic sections in one variable

被引：12

作者：

Antonio Rodriguez-Lallena, Jose ^{[1
]}

Uebeda-Flores, Manuel ^{[1
]}

机构：

[1] Univ Almeria, Dept Estadist & Matemat Aplicada, La Canada De San Urbano 04120, Almeria, Spain

来源：

METRIKA | 2010年 / 72卷 / 03期

关键词：

Copula; Concordance ordering; Dependence concepts; Measures of association;

D O I：

10.1007/s00184-009-0256-1

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 introduce and characterize the class of multivariate copulas with quadratic sections in one variable, and study dependence properties and measures of multivariate association for that class. A subclass of copulas of that type is studied. Several examples are presented and analyzed.

引用

页码：331 / 349

页数：19

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