| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 392767 | Information Sciences | 2016 | 7 Pages |
Abstract
We introduce the notion of diagonal plane section of a trivariate copula as an additional tool to describe its tail dependence behavior. This notion extends the concept of diagonal section of a bivariate copula. We provide existence results for trivariate copulas with a given diagonal plane function. Related results are discussed, especially about extensions to a higher dimensional setting.
Related Topics
Physical Sciences and Engineering
Computer Science
Artificial Intelligence
Authors
Fabrizio Durante, Juan Fernández-Sánchez, José Juan Quesada-Molina, Manuel Úbeda-Flores,