A new family of symmetric bivariate copulas

DOI10.1016/j.crma.2006.12.004zbMath1122.62038OpenAlexW2052469108MaRDI QIDQ868974

Fabrizio Durante

Publication date: 26 February 2007

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2006.12.004

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (15)

Semilinear copulas ⋮ A goodness-of-fit test based on Kendall's process: Durante's bivariate copula models ⋮ Constructing copula functions with weighted geometric means ⋮ Testing for Bivariate Extreme Dependence Using Kendall's Process ⋮ Supermigrative semi-copulas and triangular norms ⋮ Multivariate hierarchical copulas with shocks ⋮ The key role of convexity in some copula constructions ⋮ Exchangeable copulas ⋮ On a family of multivariate copulas for aggregation processes ⋮ Quasi-copulas with a given sub-diagonal section ⋮ Weak convergence of empirical and bootstrapped \(C\)-power processes and application to copula goodness-of-fit ⋮ Copulas, uncertainty, and false discovery rate control ⋮ Further Results for a General Family of Bivariate Copulas ⋮ On a new goodness-of-fit process for families of copulas ⋮ Contributions to the diagonal expansion of a bivariate copula with continuous extensions

Cites Work

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• An introduction to copulas. Properties and applications
• A new class of bivariate copulas.
• The lattice-theoretic structure of sets of bivariate copulas and quasi-copulas
• Une famille semi-paramétrique de copules symétriques bivariées
• A continuous general multivariate distribution and its properties
• New Families of Copulas Based on Periodic Functions

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