Geodesic
A note on biconic copulas
Kybernetika, Tome 47 (2011) no. 4, pp. 532-540

Voir la notice de l'article provenant de la source Czech Digital Mathematics Library

We describe a class of bivariate copulas having a fixed diagonal section. The obtained class contains both the Fréchet upper and lower bounds and it allows to describe non-trivial tail dependence coefficients along both the diagonals of the unit square.
Classification : 62E10
Keywords: copulas; diagonal section; probability mass distribution; tail dependence 
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     author = {Durante, Fabrizio and Fern\'andez-S\'anchez, Juan},
     title = {A note on biconic copulas},
     journal = {Kybernetika},
     pages = {532--540},
     publisher = {mathdoc},
     volume = {47},
     number = {4},
     year = {2011},
     mrnumber = {2884859},
     zbl = {1227.62036},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_2011__47_4_a2/}
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Durante, Fabrizio; Fernández-Sánchez, Juan. A note on biconic copulas. Kybernetika, Tome 47 (2011) no. 4, pp. 532-540. http://geodesic.mathdoc.fr/item/KYB_2011__47_4_a2/