On a family of copulas constructed from the diagonal section

Authors:
F. Durante;R. Mesiar;C. Sempi
Affiliations:
Dipartimento di Matematica “Ennio De Giorgi”, Università di Lecce, 73100, Lecce, Italy;Stu Bratislava, Radlinskeho 11, 813 68, Bratislava, Slovakia and Utia Av Cr, P.O. box 18, 18208, Prague, Czech Republic;Dipartimento di Matematica “Ennio De Giorgi”, Università di Lecce, 73100, Lecce, Italy
Venue:
Soft Computing - A Fusion of Foundations, Methodologies and Applications
Year:
2006

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Abstract

We characterize the class of copulas that can be constructed from the diagonal section by means of the functional equation C(x,y)+|x−y|=C(x∨y,x∨y), for all (x,y) in the unit square such that C(x,y)0. Some statistical properties of this class are given.