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On a family of copulas constructed from the diagonal section
Journal article   Peer reviewed

On a family of copulas constructed from the diagonal section

Fabrizio Durante, Radko Mesiar and Carlo Sempi
Soft Computing, Vol.10, pp.490-494
10
2006
Handle:
https://hdl.handle.net/10863/40149

Abstract

We characterize the class of copulas that can be constructed from the diagonal section by means of the functional equation $C(x,y)+|x-y|=C(x\vee y,x\vee y)$, for all $(x,y)$ in the unit square such that $C(x,y)>0$. Some statistical properties of this class are given.
url
doi.org/10.1007/s00500-005-0523-7View

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