Multivariate copulas with quadratic sections in one variable

作者：Antonio Rodriguez Lallena Jose; Uebeda Flores Manuel

来源：Metrika, 2010, 72(3): 331-349.

DOI：10.1007/s00184-009-0256-1

• Copula
• Concordance ordering
• Dependence concepts
• Measures of association

We introduce and characterize the class of multivariate copulas with quadratic sections in one variable, and study dependence properties and measures of multivariate association for that class. A subclass of copulas of that type is studied. Several examples are presented and analyzed.

• 出版日期2010-11