On the Construction of Radially Symmetric Trivariate Copulas

Autor: Bernard De Baets, José De Jesús Arias García, Hans De Meyer
Přispěvatelé: Ferraro, Maria Brigida, Giordani, Paolo, Vantaggi, Barbara, Gagolewski, Marek, Gil, María Ángeles, Grzegorzewski, Przemysław, Hryniewicz, Olgierd
Rok vydání: 2016
Předmět:
Zdroj: Advances in Intelligent Systems and Computing ISBN: 9783319429717
SMPS
SOFT METHODS FOR DATA SCIENCE
ISSN: 2194-5357
2194-5365
DOI: 10.1007/978-3-319-42972-4_2
Popis: We propose a method to construct a 3-dimensional symmetric function that is radially symmetric, using two symmetric 2-copulas, with one of them being also radially symmetric. We study the properties of the presented construction in some specific cases and provide several examples for different families of copulas.
Databáze: OpenAIRE