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
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