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  • 标题:Transformation of a copula using the associated co-copula
  • 本地全文:下载
  • 作者:Stéphane Girard
  • 期刊名称:Dependence Modeling
  • 电子版ISSN:2300-2298
  • 出版年度:2018
  • 卷号:6
  • 期号:1
  • 页码:298-308
  • DOI:10.1515/demo-2018-0017
  • 出版社:Walter de Gruyter GmbH
  • 摘要:We investigate the properties of a new transformation of copulas based on the co-copula and an univariate function.It is shown that several families in the copula literature can be interpreted as particular outputs of this transformation.Symmetry, association, ordering and dependence properties of the resulting copula are established.
  • 关键词:Copula ; co-copula ; 62H05
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