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Focal Copulas: A Common Framework for Various Classes of Semilinear Copulas

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Abstract

A new method to construct semi-copulas is introduced. These semi-copulas are called focal semi-copulas and their construction is based on linear interpolation on segments connecting the diagonal of the unit square with two focal points. Several classes of semilinear semi-copulas, such as lower semilinear semi-copulas, upper semilinear semi-copulas, ortholinear semi-copulas and biconic semi-copulas with a given diagonal section, turn out to be special cases of focal semi-copulas. Subclasses of focal semi-copulas, such as focal (quasi-)copulas are characterized as well.

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Authors and Affiliations

  1. KERMIT, Department of Mathematical Modelling, Statistics and Bioinformatics, Ghent University, Coupure links 653, 9000, Ghent, Belgium

    Tarad Jwaid & Bernard De Baets

  2. Department of Applied Mathematics, Computer Science and Statistics, Ghent University, Krijgslaan 281 S9, 9000, Ghent, Belgium

    Hans De Meyer

Authors
  1. Tarad Jwaid
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  2. Bernard De Baets
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  3. Hans De Meyer
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Correspondence to Tarad Jwaid.

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Jwaid, T., De Baets, B. & De Meyer, H. Focal Copulas: A Common Framework for Various Classes of Semilinear Copulas. Mediterr. J. Math. 13, 2911–2934 (2016). https://doi.org/10.1007/s00009-015-0664-6

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  • DOI: https://doi.org/10.1007/s00009-015-0664-6

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