Fabrizio Durante,
"A new family of symmetric bivariate copulas"
, in Comptes Rendus Mathematique, Vol. 344, Nummer 3, Seite(n) 195-198, 2007, ISSN: 1631-073X
Original Titel:
A new family of symmetric bivariate copulas
Sprache des Titels:
Englisch
Original Kurzfassung:
A new class of copulas, depending on a univariate function, is introduced and its properties (dependence, ordering, symmetry) are studied.