Symmetry and dependence properties within a semiparametric family of bivariate copulas
Nonparametric Statistics, 14(6), 715-727, 2002 In this paper, we study a semiparametric family of bivariate copulas. The family is generated by an univariate function, determining the symmetry (radial symmetry, joint symmetry) and dependence property (quadrant dependence, total positivity, ...) of t...
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Zusammenfassung: | Nonparametric Statistics, 14(6), 715-727, 2002 In this paper, we study a semiparametric family of bivariate copulas. The
family is generated by an univariate function, determining the symmetry (radial
symmetry, joint symmetry) and dependence property (quadrant dependence, total
positivity, ...) of the copulas. We provide bounds on different measures of
association (such as Kendall's Tau, Spearman's Rho) for this family and several
choices of generating functions allowing to reach these bounds. |
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DOI: | 10.48550/arxiv.1103.5953 |