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A new class of bivariate copulas

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  • Rodríguez-Lallena, José Antonio
  • Úbeda-Flores, Manuel

Abstract

We study a wide class of bivariate copulas depending on two univariate functions which generalizes many known families of copulas. We measure the dependence of any copula of this class in different ways, exhibit several properties concerning symmetry, dependence concepts, and concordance ordering, and provide several examples.

Suggested Citation

  • Rodríguez-Lallena, José Antonio & Úbeda-Flores, Manuel, 2004. "A new class of bivariate copulas," Statistics & Probability Letters, Elsevier, vol. 66(3), pages 315-325, February.
  • Handle: RePEc:eee:stapro:v:66:y:2004:i:3:p:315-325
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    References listed on IDEAS

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    1. Lai, C. D. & Xie, M., 2000. "A new family of positive quadrant dependent bivariate distributions," Statistics & Probability Letters, Elsevier, vol. 46(4), pages 359-364, February.
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