Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations
We review various methods for constructing bivariate copulas with given diagonal sections from seminal work to the most recent research on copulas with given diagonal and opposite diagonal sections. A survey on a generalization of copulas with given diagonal plane sections in higher dimensions and o...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
De Gruyter
2018-06-01
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| Series: | Dependence Modeling |
| Subjects: | |
| Online Access: | https://doi.org/10.1515/demo-2018-0009 |