Copulas with Given Rational Function Sections

Ya Wen Luo; Can Kang; Chuan Lin Zhang

doi:10.4028/www.scientific.net/AMM.336-338.2225

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HomeApplied Mechanics and MaterialsApplied Mechanics and Materials Vols. 336-338Copulas with Given Rational Function Sections

Copulas with Given Rational Function Sections

Abstract:

We introduce a construction method with rational function horizontal or vertical sections based on the relationship between copula function and its generator. The copulas formula with fraction linear horizontal (vertical) sections is given. In addition, nonexistence about Archimedean copulas with quadratic rational function horizontal or vertical sections has been proved.

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Periodical:

Applied Mechanics and Materials (Volumes 336-338)

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2225-2228

DOI:

https://doi.org/10.4028/www.scientific.net/AMM.336-338.2225

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Online since:

July 2013

Authors:

Ya Wen Luo, Can Kang, Chuan Lin Zhang

Keywords:

Archimedean Copulas, Rational Function Section

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