• Title of article

    A class of copulas with piecewise linear horizontal sections

  • Author/Authors

    Rodrيguez-Lallena، نويسنده , , José Antonio، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2009
  • Pages
    13
  • From page
    3908
  • To page
    3920
  • Abstract
    We introduce the class of bivariate copulas with piecewise linear horizontal sections whose graph is composed, at most, of two segments. It is a wide class of copulas which contains some known copulas. We study several properties of the copulas in the new class concerning absolute continuity, singular components, measures of association, concordance ordering, dependence concepts and symmetry. Finally, we provide several examples.
  • Keywords
    Copulas , Dependence concepts , Kendallיs tau , Singular components , Spearmanיs rho , Tail dependence , Symmetry properties , Absolute continuity , Concordance ordering
  • Journal title
    Journal of Statistical Planning and Inference
  • Serial Year
    2009
  • Journal title
    Journal of Statistical Planning and Inference
  • Record number

    2220352