On copulas with a trapezoid support

Jaworski Piotr ()
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Jaworski Piotr: Department of Mathematics, Institute of Mathematics, Banacha 2, University of Warsaw, Warszawa, Poland

Dependence Modeling, 2023, vol. 11, issue 1, 23

Abstract: A family of bivariate copulas given by: for v + 2 u

Keywords: copulas; tail dependence function; Kendall τ; Spearman ρ; absolute continuity (search for similar items in EconPapers)
Date: 2023
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Persistent link: https://EconPapers.repec.org/RePEc:vrs:demode:v:11:y:2023:i:1:p:23:n:1

DOI: 10.1515/demo-2023-0101

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