| Title:
|
A note on biconic copulas (English) |
| Author:
|
Durante, Fabrizio |
| Author:
|
Fernández-Sánchez, Juan |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
47 |
| Issue:
|
4 |
| Year:
|
2011 |
| Pages:
|
532-540 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
We describe a class of bivariate copulas having a fixed diagonal section. The obtained class contains both the Fréchet upper and lower bounds and it allows to describe non-trivial tail dependence coefficients along both the diagonals of the unit square. (English) |
| Keyword:
|
copulas |
| Keyword:
|
diagonal section |
| Keyword:
|
probability mass distribution |
| Keyword:
|
tail dependence |
| MSC:
|
62E10 |
| idZBL:
|
Zbl 1227.62036 |
| idMR:
|
MR2884859 |
| . |
| Date available:
|
2011-09-23T11:17:28Z |
| Last updated:
|
2013-09-22 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/141657 |
| . |
| Reference:
|
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| Reference:
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| Reference:
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