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Multivariate copulas with cubic sections in one variable
Author:
Manuel 
beda-Flores - Email:
beda-Flores - Email: | Affiliation: | a Departamento de Estad stica y Matem tica Aplicada, Universidad de Almera, Almera, Spain |
DOI:
10.1080/10485250801908355
Publication Frequency:
8 issues per year
Subjects:
Mathematical Economics;
Mathematical Finance;
Medical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
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Abstract
In this paper, we construct and characterise multivariate copulas with cubic sections in one variable. We also study some of their properties: ordering, dependence concepts, and a measure of multivariate association. Several examples illustrate our results.
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| Keywords: copulas; concordance ordering; dependence concepts; multivariate Blomqvist's beta |
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