Logo image
Copulas with given diagonal sections: Novel constructions and applications
Journal article   Peer reviewed

Copulas with given diagonal sections: Novel constructions and applications

Fabrizio Durante, Anna Kolesárová, Radko Mesiar and Carlo Sempi
International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, Vol.15, pp.397-410
15
2007
Handle:
https://hdl.handle.net/10863/40127

Abstract

In this paper, we present some methods for constructing copulas with a given diagonal section that are not necessarily symmetric. An interesting application for the construction of copulas with given tail dependence coefficients is, hence, provided.
url
doi.org/10.1142/S0218488507004753View

Details

Metrics

1 Record Views