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Constructions of copulas under prescribed sections

In: Copulas and Dependence Models with Applications

Author

Listed:
  • Enrique de Amo

    (Universidad de Almería, Departamento de Matemáticas)

  • Manuel Díaz Carrillo

    (Universidad de Granada, Departamento de Análisis Matemático)

  • Juan Fernández Sánchez

    (Universidad de Almería, Grupo de Investigación de Análisis Matemático)

Abstract

The main problems related to copula sections are reviewed and various methods for constructing copulas that preserve some partial information, are presented. Here, the scope of interest extends from seminal work on the existence and construction of copulas with given diagonal sections to the most recent research on copulas with given diagonal and opposite diagonal sections. Also a survey is given on the state of the art on related domains such as the construction of special families of copulas and generalizations of the copula concept.

Suggested Citation

  • Enrique de Amo & Manuel Díaz Carrillo & Juan Fernández Sánchez, 2017. "Constructions of copulas under prescribed sections," Springer Books, in: Manuel Úbeda Flores & Enrique de Amo Artero & Fabrizio Durante & Juan Fernández Sánchez (ed.), Copulas and Dependence Models with Applications, chapter 0, pages 1-19, Springer.
    • Handle: RePEc:spr:sprchp:978-3-319-64221-5_1
    DOI: 10.1007/978-3-319-64221-5_1
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