A new class of bivariate copulas

José Antonio Rodríguez-Lallena and Manuel Úbeda-Flores

Statistics & Probability Letters, 2004, vol. 66, issue 3, 315-325

Abstract: We study a wide class of bivariate copulas depending on two univariate functions which generalizes many known families of copulas. We measure the dependence of any copula of this class in different ways, exhibit several properties concerning symmetry, dependence concepts, and concordance ordering, and provide several examples.

Keywords: Concordance; ordering; Copulas; Dependence; concepts; Measures; of; association; Symmetry; properties (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (33)

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