Generating copulas by analytical means


Çelebioğlu S.

Hacettepe Bulletin of Natural Sciences and Engineering Series B, vol.18, pp.153-173, 1997 (Peer-Reviewed Journal)

  • Publication Type: Article / Article
  • Volume: 18
  • Publication Date: 1997
  • Journal Name: Hacettepe Bulletin of Natural Sciences and Engineering Series B
  • Page Numbers: pp.153-173

Abstract

   In this study, the generation of new copulas by analytical means is considered. In each case some properties which are preserved under generation are introduced and the lower and upper tail dependence parameters of new generated copulas are given in terms of the corresponding dependence parameters of copulas joining to the analytical means. It is also touched on the generation of comrehensive copulas by analytical means.