4 research outputs found

    Biconic semi-copulas with a given section

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    Inspired by the notion of biconic semi-copulas, we introduce biconic semi-copulas with a given section. Such semi-copulas are constructed by linear interpolation on segments connecting the graph of a continuous and decreasing function to the points (0, 0) and (1, 1). Special classes of biconic semi-copulas with a given section such as biconic (quasi-)copulas with a given section are considered. Some examples are also provided

    Semilinear and semiquadratic conjunctive aggregation functions

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    A kaleidoscopic view of multivariate copulas and quasi-copulas

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    A note on biconic copulas

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    summary:We describe a class of bivariate copulas having a fixed diagonal section. The obtained class contains both the Fréchet upper and lower bounds and it allows to describe non-trivial tail dependence coefficients along both the diagonals of the unit square
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