New families of symmetric/asymmetric copulas

作者：Mesiar Radko; Najjari Vadoud^*

来源：Fuzzy Sets and Systems, 2014, 252: 99-110.

DOI：10.1016/j.fss.2013.12.015

• Copulas
• Dependence concepts
• Measures of association
• Tails

In 2004, Rodriguez-Lallena and Ubeda-Flores have introduced a class of bivariate copulas which generalizes some known families such as the Farlie-Gumbel-Morgenstern distributions. In 2006, Dolati and Ubeda-Flores presented multivariate generalizations of this 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 Rodriguez-Lallena and Ubeda-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.

• 出版日期2014-10-1