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

机译:Focal Copulas:各种半线性Copulas的通用框架

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摘要

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.
机译:介绍了一种构造半鸡眼的新方法。这些半展开式称为焦点半展开式,其构造基于在将单位正方形的对角线与两个焦点连接的线段上的线性插值。几类半线性半copula,例如下半线性半copulas,上部半线性半copulas,正交线性半copulas和具有给定对角线截面的biconic半copulas,是焦点半copulas的特殊情况。局部半copulas的子类,例如局部(准)copulas也有特征。

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