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A new class of bivariate copulas. (English) Zbl 1102.62054
Summary: We study a wide class of bivariate copulas depending on two univariate functions which generalizes many known families of copulas. We measure the dependence of any copula of this class in different ways, exhibit several properties concerning symmetry, dependence concepts, and concordance ordering, and provide several examples.

MSC:
62H05 Characterization and structure theory for multivariate probability distributions; copulas
62H20 Measures of association (correlation, canonical correlation, etc.)
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