Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1147919 | Journal of Statistical Planning and Inference | 2009 | 13 Pages |
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
José Antonio RodrÃguez-Lallena,