Abstract: We provide necessary and sufficient conditions on a function f:[0,1]→R+ so that Hf(C)(u,v)=C(u,v)f(1−u−v+C(u,v)), (u,v)∈[0,1]2 is a copula for any bivariate copula C. Then we discuss several important bivariate copula properties preserved or not by the mapping C↦Hf(C). The considered bivariate copula construction unifies many examples found in the literature and opens a qualitatively new way of obtaining new copulas by simply using a function f which has to satisfy a few easily verifiable properties.
Publication Year: 2018
Publication Date: 2018-05-07
Language: en
Type: article
Indexed In: ['crossref']
Access and Citation
Cited By Count: 6
AI Researcher Chatbot
Get quick answers to your questions about the article from our AI researcher chatbot