Title of article :
New families of symmetric/asymmetric copulas
Author/Authors :
Mesiar، نويسنده , , Radko and Najjari، نويسنده , , Vadoud، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2014
Pages :
12
From page :
99
To page :
110
Abstract :
In 2004, Rodríguez-Lallena and Úbeda-Flores have introduced a class of bivariate copulas which generalizes some known families such as the Farlie–Gumbel–Morgenstern distributions. In 2006, Dolati and Úbeda-Flores presented multivariate generalizations of this class, also they investigated symmetry, dependence concepts and measuring the dependence among the components of each classes. In this paper, a new method of constructing binary copulas is introduced, extending the original study of Rodríguez-Lallena and Úbeda-Flores to new families of symmetric/asymmetric copulas. Several properties and parameters of newly introduced copulas are included. Among others, relationship of our construction method with several kinds of ordinal sums of copulas is clarified.
Keywords :
Copulas , Measures of association , Dependence concepts , Tails
Journal title :
FUZZY SETS AND SYSTEMS
Serial Year :
2014
Journal title :
FUZZY SETS AND SYSTEMS
Record number :
1602029
Link To Document :
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