1. Constructing copulas by means of pairsof order statistics
- Creator:
- Dolati, Ali and Úbeda-Flores, Manuel
- Format:
- bez média and svazek
- Type:
- model:article and TEXT
- Subject:
- copula, dependence ordering, FGM family, measure of association, symmetry, and transformation
- Language:
- English
- Description:
- In this paper, we introduce two transformations on a given copula to construct new and recover already-existent families. The method is based on the choice of pairs of order statistics of the marginal distributions. Properties of such transformations and their effects on the dependence and symmetry structure of a copula are studied.
- Rights:
- http://creativecommons.org/publicdomain/mark/1.0/ and policy:public