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Constructions of copulas under prescribed sections

  • Enrique de Amo
  • Manuel Díaz Carrillo
  • Juan Fernández Sánchez
Conference paper

Abstract

The main problems related to copula sections are reviewed and various methods for constructing copulas that preserve some partial information, are presented. Here, the scope of interest extends from seminal work on the existence and construction of copulas with given diagonal sections to the most recent research on copulas with given diagonal and opposite diagonal sections. Also a survey is given on the state of the art on related domains such as the construction of special families of copulas and generalizations of the copula concept.

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Copyright information

© Springer International Publishing AG 2017

Authors and Affiliations

  • Enrique de Amo
    • 1
  • Manuel Díaz Carrillo
    • 2
  • Juan Fernández Sánchez
    • 3
  1. 1.Departamento de MatemáticasUniversidad de AlmeríaAlmeríaSpain
  2. 2.Departamento de Análisis MatemáticoUniversidad de GranadaGranadaSpain
  3. 3.Grupo de Investigación de Análisis MatemáticoUniversidad de AlmeríaAlmeríaSpain

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