A recipe for bivariate copulas

作者：Key Eric^*

来源：Communications in Statistics - Theory and Methods, 2016, 45(21): 6416-6420.

DOI：10.1080/03610926.2014.915040

• Copulas

We give conditions on a -1, b ( - , ), and f and g so that C-a,C- b(x, y) = xy(1 + af(x)g(y))(b) is a bivariate copula. Many well-known copulas are of this form, including the Ali-Mikhail-Haq Family, Huang-Kotz Family, Bairamov-Kotz Family, and Bekrizadeh-Parham-Zadkarmi Family. One result is that we produce an algorithm for producing such copulas. Another is a one-parameter family of copulas whose measures of concordance range from 0 to 1.

• 出版日期2016