A class of copulas with piecewise linear horizontal sections
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Publication:840754
DOI10.1016/j.jspi.2009.05.032zbMath1169.62045MaRDI QIDQ840754
José Antonio Rodríguez-Lallena
Publication date: 14 September 2009
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2009.05.032
copulas; Kendall's tau; absolute continuity; symmetry properties; tail dependence; Spearman's rho; dependence concepts; concordance ordering; singular components
62H20: Measures of association (correlation, canonical correlation, etc.)
62H05: Characterization and structure theory for multivariate probability distributions; copulas
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Cites Work
- An introduction to copulas.
- A new class of bivariate copulas.
- On the relationship between Spearman's rho and Kendall's tau for pairs of continuous random variables
- Bivariate copulas with quadratic sections
- Bivariate copulas with cubic sections
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