Constructions of copulas under prescribed sections

Enrique de Amo (), Manuel Díaz Carrillo () and Juan Fernández Sánchez ()
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Enrique de Amo: Universidad de Almería, Departamento de Matemáticas
Manuel Díaz Carrillo: Universidad de Granada, Departamento de Análisis Matemático
Juan Fernández Sánchez: Universidad de Almería, Grupo de Investigación de Análisis Matemático

Chapter Chapter 1 in Copulas and Dependence Models with Applications, 2017, pp 1-19 from Springer

Abstract: Abstract The main problems related to copula sections are reviewed and various methods for constructing copulas that preserve some partial information, are presented. Here, the scope of interest extends from seminal work on the existence and construction of copulas with given diagonal sections to the most recent research on copulas with given diagonal and opposite diagonal sections. Also a survey is given on the state of the art on related domains such as the construction of special families of copulas and generalizations of the copula concept.

Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-319-64221-5_1

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DOI: 10.1007/978-3-319-64221-5_1

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