Bivariate copulas generated by perturbations

Authors:
Fabrizio Durante;Juan FernáNdez SáNchez;Manuel íBeda Flores
Affiliations:
School of Economics and Management, Free University of Bozen-Bolzano, Bolzano, Italy;Research Group of Mathematical Analysis, University of Almería, Almería, Spain;Department of Statistics and Applied Mathematics, University of Almería, Almería, Spain
Venue:
Fuzzy Sets and Systems
Year:
2013

Citing 5
Cited 0

A characterization of quasi-copulas

Journal of Multivariate Analysis
An Introduction to Copulas (Springer Series in Statistics)

An Introduction to Copulas (Springer Series in Statistics)
Semilinear copulas

Fuzzy Sets and Systems
New constructions of diagonal patchwork copulas

Information Sciences: an International Journal
Aggregation Functions (Encyclopedia of Mathematics and its Applications)

Aggregation Functions (Encyclopedia of Mathematics and its Applications)

Quantified Score

Hi-index	0.20

Visualization

Abstract

In this paper, we provide a family of bivariate copulas based on a perturbation of a given copula by a factor term. The new class generalizes well-known families of copulas and allows to describe a wide range of possible dependencies.