2018Dependence ModelingOpen access

Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations

Juan Fernández Sánchez, Manuel Úbeda-Flores

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Abstract

Abstract We review various methods for constructing bivariate copulas with given diagonal sections from seminal work to the most recent research on copulas with given diagonal and opposite diagonal sections. A survey on a generalization of copulas with given diagonal plane sections in higher dimensions and other sections that generalize the diagonal and opposite diagonal sections is of particular interest.

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Abstract We review various methods for constructing bivariate copulas with given diagonal sections from seminal work to the most recent research on copulas with given diagonal and opposite diagonal sections. A survey on a generalization of copulas with given diagonal plane sections in higher dimensions and other sections that generalize the diagonal and opposite diagonal sections is of particular interest.

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Available abstract

Abstract We review various methods for constructing bivariate copulas with given diagonal sections from seminal work to the most recent research on copulas with given diagonal and opposite diagonal sections. A survey on a generalization of copulas with given diagonal plane sections in higher dimensions and other sections that generalize the diagonal and opposite diagonal sections is of particular interest.

Key concepts: Diagonal, Mathematics, Bivariate analysis, Generalization, Main diagonal, Diagonal matrix, Plane (geometry), Pure mathematics

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