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Some new parametric families of multivariate copulas. (English) Zbl 1143.62321

Summary: J. A. Rodríguez-Lallena and M. Úbeda-Flores [Stat. Probab. Lett. 66, No. 3, 315–325 (2004; Zbl 1102.62054)] have introduced a class of bivariate copulas which generalizes some known families such as the Farlie-Gumbel-Morgenstern distributions. We present multivariate generalizations of this class studying symmetry and dependence concepts, measuring the dependence among the components of each class, and providing several examples.

MSC:

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

Citations:

Zbl 1102.62054
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