New families of symmetric/asymmetric copulas

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61988987%3A17610%2F14%3AA1501AFS" target="_blank" >RIV/61988987:17610/14:A1501AFS - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
New families of symmetric/asymmetric copulas
Original language description
In 2004, Rodríguez-Lallena and Úbeda-Flores have introduced a class of bivariate copulas which generalizes some known families such as the Farlie-Gumbel-Morgenstern distributions. In 2006, Dolati and Úbeda-Flores presented multivariate generalizations ofthis class, also they investigated symmetry, dependence concepts and measuring the dependence among the components of each classes. In this paper, a new method of constructing binary copulas is introduced, extending the original study of Rodríguez-Lallena and Úbeda-Flores to new families of symmetric/asymmetric copulas. Several properties and parameters of newly introduced copulas are included. Among others, relationship of our construction method with several kinds of ordinal sums of copulas is clarified.
Czech name
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Czech description
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Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
OECD FORD branch
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Project
<a href="/en/project/ED1.1.00%2F02.0070" target="_blank" >ED1.1.00/02.0070: IT4Innovations Centre of Excellence</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2014
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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