Multivariate copulas with cubic sections in one variable

Manuel Úbeda-Flores

Journal of Nonparametric Statistics, 2008, vol. 20, issue 1, 91-98

Abstract: In this paper, we construct and characterise multivariate copulas with cubic sections in one variable. We also study some of their properties: ordering, dependence concepts, and a measure of multivariate association. Several examples illustrate our results.

Date: 2008
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DOI: 10.1080/10485250801908355

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