Title of article :
Lower semiquadratic copulas with a given diagonal section
Author/Authors :
T. Jwaid، نويسنده , , T. and De Meyer، نويسنده , , H. and De Baets، نويسنده , , B.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2013
Pages :
16
From page :
1355
To page :
1370
Abstract :
Inspired by the notion of lower semilinear copulas, we introduce a new class of copulas. These copulas, called lower semiquadratic copulas, are constructed by quadratic interpolation on segments connecting the diagonal of the unit square to the lower and left boundary of the unit square. Moreover, we unveil the necessary and sufficient conditions on a diagonal function and two auxiliary real functions u and v to obtain a copula that has this diagonal function as diagonal section. Under some mild assumptions, we characterize the smallest and the greatest lower semiquadratic copulas with a given diagonal section.
Keywords :
Copula , Diagonal section , Semilinear copula , Interpolation
Journal title :
Journal of Statistical Planning and Inference
Serial Year :
2013
Journal title :
Journal of Statistical Planning and Inference
Record number :
2222373
Link To Document :
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