A class of copulas with piecewise linear horizontal sections

DOI10.1016/J.JSPI.2009.05.032zbMath1169.62045OpenAlexW2017252724MaRDI 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

zbMATH Keywords

copulasKendall's tauabsolute continuitysymmetry propertiestail dependenceSpearman's rhodependence conceptsconcordance orderingsingular components

Mathematics Subject Classification ID

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

Related Items (5)

A method for constructing higher-dimensional copulas ⋮ Lower semiquadratic copulas with a given diagonal section ⋮ Unnamed Item ⋮ Semi-polynomial copulas ⋮ The role of generalized convexity in conic copula constructions

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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