Kybernetika 48 no. 5, 968-976, 2012

On copulas that generalize semilinear copulas

Juan Fernández Sánchez and Manuel Úbeda-Flores

Abstract:

We study a wide class of copulas which generalizes well-known families of copulas, such as the semilinear copulas. We also study corresponding results for the case of quasi-copulas.

Keywords:

copula, quasi-copula, 1-Lipschitz condition, tail dependence, 2-increasing property

Classification:

60E05, 62H20

paper.pdf

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