New constructions of diagonal patchwork copulas

作者：Durante Fabrizio; Antonio Rodriguez Lallena Jose; Ubeda Flores Manuel^*

来源：Information Sciences, 2009, 179(19): 3383-3391.

DOI：10.1016/j.ins.2009.06.007

• Copula
• Farlie-Gumbel-Morgenstern distribution
• Patchwork construction
• Transformation of copulas

We present a method for constructing symmetric copulas which generalizes the diagonal patchwork construction of copulas procedure. We also show how it is related to a new construction of a generalized Farlie-Gumbel-Morgenstern distribution and to the copula transforms.

• 出版日期2009-9-9