Abstract
We study a semiparametric family of symmetric copulas generalizing symmetric copulas with polynomial sections. We provide simple expressions to measure the dependence introduced by a copula of this family. We show that this family can model higher dependence than copulas with polynomial sections, preserving both the low complexity of the functional description and the classical dependence properties.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have