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A note on biconic copulas
Journal article   Peer reviewed

A note on biconic copulas

Fabrizio Durante and Juan Fernández-Sánchez
Kybernetika, Vol.47, pp.532-540
47
2011
Handle:
https://hdl.handle.net/10863/39082

Abstract

We describe a class of bivariate copulas having a fixed diagonal section. The obtained class contains both the Frechet upper and lower bounds and it allows to describe non-trivial tail dependence coefficients along both the diagonals of the unit square.

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