On copulas with a trapezoid support
نویسندگان
چکیده
Abstract A family of bivariate copulas given by: for v + 2 u < v+2u\lt 2 , C ( , ) = F − 1 ∕ C\left(u,v)=F\left(2{F}^{-1}\left(v/2)+{F}^{-1}\left(u)) where F is a strictly increasing cumulative distribution function symmetric, continuous random variable, and ≥ v+2u\ge C\left(u,v)=u+v-1 introduced. The basic properties necessary conditions absolute continuity C are discussed. Several examples provided.
منابع مشابه
Multivariate copulas with hairpin support
Program: 1. Fabrizio Durante (Free University of Bozen–Bolzano, Italy) Multivariate copulas with hairpin support 2. Piotr Jaworski (University of Warsaw, Poland) Copulas of self–similar Ito diffusions 3. Franco Pellerey (Politecnico di Torino, Italy) Univariate stochastic orders and joint stochastic orders: conditions on the copula for mutual relationships 4. Giovanni Puccetti (University of Fi...
متن کاملOn concordance measures and copulas with fractal support
Copulas can be used to describe multivariate dependence structures. We explore the rôle of copulas with fractal support in the study of association measures. 1 General introduction and motivation Copulas are of interest because they link joint distributions to their marginal distributions. Sklar [12] showed that, for any real-valued random variables X1 and X2 with joint distribution H, there ex...
متن کاملOn Trivariate Copulas with Bivariate Linear Spearman Marginal Copulas
Based on the trivariate reduction technique two different trivariate Bernoulli mixtures of univariate uniform distributions and their associated trivariate copulas with bivariate linear Spearman marginal copulas are considered. Mathematical characterizations of these Bernoulli mixture models are obtained. Since Bernoulli mixture trivariate reduction copulas are not compatible with all valid gra...
متن کاملOn Generators in Archimedean Copulas
This study after reviewing construction methods of generators in Archimedean copulas (AC), proposes several useful lemmas related with generators of AC. Then a new trigonometric Archimedean family will be shown which is based on cotangent function. The generated new family is able to model the low dependence structures.
متن کاملOn the a-migrativity of semicopulas, quasi-copulas, and copulas
In this paper we address the problem of a-migrativity (for a fixed a) for semicopulas, copulas and quasi-copulas. We introduce the concept of an a-sum of semicopulas. This new concept allows us to completely characterize a-migrative semicopulas and copulas. Moreover, a-sums also provide a means to obtain a partial characterization of a-migrative quasicopulas. 2010 Elsevier Inc. All rights reser...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Dependence Modeling
سال: 2023
ISSN: ['2300-2298']
DOI: https://doi.org/10.1515/demo-2023-0101