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Keywords:
copula; diagonal section; quasi-homogeneity
copula; diagonal section; quasi-homogeneity
Summary:
Quasi-homogeneity of copulas is introduced and studied. Quasi-homogeneous copulas are characterized by the convexity and strict monotonicity of their diagonal sections. As a by-product, a new construction method for copulas when only their diagonal section is known is given.
References:
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