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New families of symmetric/asymmetric copulas

✍ Scribed by Mesiar, Radko; Najjari, Vadoud

Book ID
122248025
Publisher
Elsevier Science
Year
2014
Tongue
English
Weight
703 KB
Volume
252
Category
Article
ISSN
0165-0114

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Dependence and Order in Families of Arch
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✍ Roger B. Nelsen πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 973 KB

The copula for a bivariate distribution function H(x, y) with marginal distribution functions F (x) and G( y) is the function , where . is a convex decreasing continuous function on (0, 1] with .(1)=0. A copula has lower tail dependence if C(u, u)Γ‚u converges to a constant # in (0, 1] as u Γ„ 0 + ;