On (α,β)-homogeneous copulas

Authors:
Juan FernáNdez-SáNchez;José Juan Quesada-Molina;Manuel íBeda-Flores
Affiliations:
Grupo de Investigación de Análisis Matemático, Universidad de Almería, 04120 Almería, Spain;Departamento de Matemática Aplicada, Universidad de Granada, 18071 Granada, Spain;Departamento de Estadística y Matemática Aplicada, Universidad de Almería, 04120 Almería, Spain
Venue:
Information Sciences: an International Journal
Year:
2013

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Abstract

We introduce and characterize the family of (@a,@b)-homogeneous copulas and study some of its salient properties, such as the greatest and the lowest copulas, measures of association and the relationships with the @a-migrativity and invariant copulas.