On the construction of radially symmetric trivariate copulas. (English) Zbl 1422.62012
Ferraro, Maria Brigida (ed.) et al., Soft methods for data science. Selected papers based on the presentations at the 8th international conference on soft methods in probability and statistics, SMPS 2016, Rome, Italy, September 12–14, 2016. Cham: Springer. Adv. Intell. Syst. Comput. 456, 9-15 (2017).
Summary: We propose a method to construct a 3-dimensional symmetric function that is radially symmetric, using two symmetric 2-copulas with one of them being also radially symmetric. We study the properties of the presented construction in some specific cases and provide several examples for different families of copulas.
For the entire collection see [Zbl 1355.62005].
For the entire collection see [Zbl 1355.62005].
MSC:
| 62-07 | Data analysis (statistics) (MSC2010) |
| 62H05 | Characterization and structure theory for multivariate probability distributions; copulas |
| 68P05 | Data structures |
Keywords:
copula; quasi-copula; radial symmetry; aggregation function; multivariate distribution; univariate marginals; uniform distributionsReferences:
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