The Bertino Family of Copulas

Gregory A. Fredricks and Roger B. Nelsen
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Gregory A. Fredricks: Lewis & Clark College, Department of Mathematical Sciences
Roger B. Nelsen: Lewis & Clark College, Department of Mathematical Sciences

A chapter in Distributions With Given Marginals and Statistical Modelling, 2002, pp 81-91 from Springer

Abstract: Abstract Abstract In this paper we present some of the salient properties of the Bertino family of copulas. We describe the support set of a Bertino copula and show that every Bertino copula is singular. We characterize Bertino copulas in terms of the joint distribution of max (U,V) and min(U,V) when U and V are uniform [0,1] random variables whose copula is a Bertino copula. Finally, we find necessary and sufficient conditions for a Bertino copula to be extremal.

Keywords: Copula; extremal; 60E05; 62E10; 62H20 (search for similar items in EconPapers)
Date: 2002
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-94-017-0061-0_10

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DOI: 10.1007/978-94-017-0061-0_10

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