Article ID Journal Published Year Pages File Type
1147919 Journal of Statistical Planning and Inference 2009 13 Pages PDF
Abstract
We introduce the class of bivariate copulas with piecewise linear horizontal sections whose graph is composed, at most, of two segments. It is a wide class of copulas which contains some known copulas. We study several properties of the copulas in the new class concerning absolute continuity, singular components, measures of association, concordance ordering, dependence concepts and symmetry. Finally, we provide several examples.
Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Authors
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