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Constructions of copulas under prescribed sections

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Copulas and Dependence Models with Applications

Abstract

The main problems related to copula sections are reviewed and various methods for constructing copulas that preserve some partial information, are presented. Here, the scope of interest extends from seminal work on the existence and construction of copulas with given diagonal sections to the most recent research on copulas with given diagonal and opposite diagonal sections. Also a survey is given on the state of the art on related domains such as the construction of special families of copulas and generalizations of the copula concept.

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Correspondence to Enrique de Amo .

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© 2017 Springer International Publishing AG

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de Amo, E., Carrillo, M.D., Sánchez, J.F. (2017). Constructions of copulas under prescribed sections. In: Úbeda Flores, M., de Amo Artero, E., Durante, F., Fernández Sánchez, J. (eds) Copulas and Dependence Models with Applications. Springer, Cham. https://doi.org/10.1007/978-3-319-64221-5_1

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