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Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations

Constructions of copulas with given diagonal (and opposite diagonal) sections and some... AbstractWe review various methods for constructing bivariate copulas with given diagonal sections from seminal work to the most recent research on copulas with given diagonal and opposite diagonal sections. A survey on a generalization of copulas with given diagonal plane sections in higher dimensions and other sections that generalize the diagonal and opposite diagonal sections is of particular interest. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Dependence Modeling de Gruyter

Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations

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Publisher
de Gruyter
Copyright
© 2018 Manuel Úbeda-Flores, published by De Gruyter
ISSN
2300-2298
eISSN
2300-2298
DOI
10.1515/demo-2018-0009
Publisher site
See Article on Publisher Site

Abstract

AbstractWe review various methods for constructing bivariate copulas with given diagonal sections from seminal work to the most recent research on copulas with given diagonal and opposite diagonal sections. A survey on a generalization of copulas with given diagonal plane sections in higher dimensions and other sections that generalize the diagonal and opposite diagonal sections is of particular interest.

Journal

Dependence Modelingde Gruyter

Published: Jun 1, 2018

References