top Based on a recent representation of copulas invariant under univariate conditioning, a new class of copulas linked to a distortion of the identity function ...

INTRODUCTION. Copulas [18] link univariate marginal distribution functions into a joint distribution function of the corresponding random vector.

Bivariate copulas are introduced and it seems so that the most prominent class of copulas is the class of Archimedean copulas together with their M -ordinal ...

Copulas are nothing else but supermodular functions with absorbing element 0 and neutral element 1. Although a copula C cannot be modular on the unit square ...

Summary: Based on a recent representation of copulas invariant under univariate conditioning, a new class of copulas linked to a distortion of the identity ...

Apr 26, 2012 · Copula-based multivariate models allow the researcher to specify the models for the marginal distributions separately from the dependence ...

Using copula could enable academics to develop a framework for modeling dependence structures for the distributions of product of dependent random variables.

is a valid copula referred to as the DUCS copula if and only if there exists a function e : [0,1] → [0,1] such that d(u)e(u) = u for all 0 ≤ u ≤ 1, and both d ...

Feb 3, 2021 · In this chapter we will construct singular copulas with a given support by only using the definition of a copula. Example 2.1 (see [4]).

The univariate conditioning of copulas is studied, yielding a construction method for copulas based on an a priori given copula. Based on the gluing method, g- ...