Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations

Author:

Fernández-Sánchez Juan1,Úbeda-Flores Manuel2

Affiliation:

1. 1Research Group of Mathematical Analysis, University of Almería, 04120 Almería, Spain

2. 2Department of Mathematics, University of Almería, 04120 Almería, Spain

Abstract

Abstract We review various methods for constructing bivariate copulas with given diagonal sections from seminal work to the most recent research on copulas with given diagonal and opposite diagonal sections. A survey on a generalization of copulas with given diagonal plane sections in higher dimensions and other sections that generalize the diagonal and opposite diagonal sections is of particular interest.

Publisher

Walter de Gruyter GmbH

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

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