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      A method for the elicitation of copulas

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          Abstract

          In this paper, we introduce a method to construct copulas. The method is based on combining the partial derivatives of two copulas. We prove that the proposed method provides a copula. Then, we exemplify the application of the method in several cases, illustrating the versatility of the method. We also prove that using copulas from the family introduced in Rodríguez-Lallena and Úbeda-Flores (2004) [Stat Probab Lett 66, 3, 315–325. https://doi.org/10.1016/j.spl.2003.09.010], the method provides a copula inside that family.

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          A class of bivariate distributions including the bivariate logistic

          Mir Ali, N.N Mikhail, M.Safiul Haq (1978)
          Article 0 comments Cited 33 times – based on 0 reviews     Review now
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            Symmetric Measures on Cartesian Products

            Edwin Hewitt, Leonard Savage (1955)
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              A Model for Association in Bivariate Life Tables and Its Application in Epidemiological Studies of Familial Tendency in Chronic Disease Incidence

              D. Clayton (1978)
              Article 0 comments Cited 18 times – based on 0 reviews     Review now
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                Author and article information

                Contributors
                Verónica Andrea González-López: Role: Guest Editor
                Journal
                Journal ID (publisher-id): fopen
                Journal ID (url): https://www.4open-sciences.org
                Title: 4open
                Abbreviated Title: 4open
                Publisher: EDP Sciences
                ISSN (Electronic): 2557-0250
                Publication date Final: 14 February 2023
                Publication date (Electronic): 14 February 2023
                Publication date (Print): 2023
                Volume: 6
                Issue: ( publisher-idID: fopen/2023/01 )
                Electronic Location Identifier: 2
                Affiliations
                [1 ] Department of Statistics, University of Campinas, Sergio Buarque de Holanda, 651, , Campinas, S.P. CEP: 13083-859, Brazil,
                Author notes
                Article
                Publisher ID: fopen220024
                DOI: 10.1051/fopen/2023001
                SO-VID: 7900ef61-d99f-4412-993f-0cec1ff8107f
                Copyright statement: © V.A. González-López et al., Published by EDP Sciences, 2023
                License:

                This is an Open Access article distributed under the terms of the Creative Commons Attribution License ( http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

                History
                Date received : 15 September 2022
                Date accepted : 04 January 2023
                Page count
                Figures: 0, Tables: 0, Equations: 84, References: 18, Pages: 7
                Product
                Self URI (journal page): https://www.4open-sciences.org/
                Funding
                Funded by: Conselho Nacional de Desenvolvimento Científico e Tecnológico http://dx.doi.org/10.13039/501100003593
                Categories
                Subject: Mathematics - Applied Mathematics
                Subject: Research Article
                Subject: Statistical Inference in Markov Processes and Copula Models
                Custom metadata
                idline 4open 2023, 6, 2
                cover_date 2023
                first_year 2023
                last_year 2023
                open-access yes

                ScienceOpen disciplines: Medicine,Chemistry,Physics,Mathematics,Materials science,Life sciences
                Keywords: Representations of de Finetti,Exchangeability,Dependence
                Data availability:
                ScienceOpen disciplines: Medicine, Chemistry, Physics, Mathematics, Materials science, Life sciences
                Keywords: Representations of de Finetti, Exchangeability, Dependence

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