New copulas and their applications to symmetrizations of bivariate copulas
Statistics Theory
2021-06-29 v1 Probability
Statistics Theory
Abstract
New copulas, based on perturbation theory, are introduced to clarify a \emph{symmetrization} procedure for asymmetric copulas. We give also some properties of the \emph{symmetrized} copula. Finally, we examine families of copulas with a prescribed symmetrized one. By the way, we study topologically, the set of all symmetric copulas and give some of its classical and new properties.
Cite
@article{arxiv.2106.14240,
title = {New copulas and their applications to symmetrizations of bivariate copulas},
author = {Mohamed El Maazouz and Ahmed Sani},
journal= {arXiv preprint arXiv:2106.14240},
year = {2021}
}
Comments
There are some figires which illusrate the asymmery of couplas constructed and will appear in the publishd version