Kybernetika 45 no. 6, 992-1002, 2009

Constructing Copulas by Means of Pairs of Order Statistics

Ali Dolati and Manuel Úbeda-Flores


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.


copula, symmetry, dependence ordering, FGM family, measure of association, transformation


60E05, 62H20