On the construction of radially symmetric trivariate copulas

José De Jesús Arias García; Hans De Meyer; Bernard De Baets

Conference Proceedings

On the construction of radially symmetric trivariate copulas

Arias García J
De Meyer H
De Baets B

Advances in Intelligent Systems and Computing (2017) 456 9-15

DOI: 10.1007/978-3-319-42972-4_2

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Abstract

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.

Author supplied keywords

Aggregation function
Copula
Quasi-copula
Radial symmetry

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Arias García, J. D. J., De Meyer, H., & De Baets, B. (2017). On the construction of radially symmetric trivariate copulas. In Advances in Intelligent Systems and Computing (Vol. 456, pp. 9–15). Springer Verlag. https://doi.org/10.1007/978-3-319-42972-4_2

On the construction of radially symmetric trivariate copulas

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