On the Construction of Families of Absolutely Continuous Copulas with Given Restrictions

Maximum entropy copula with given diagonal section

“…Notice that c δ is symmetric, that is it is invariant under the permutation of the variables. This provides a new family of absolutely continuous symmetric copulas with given diagonal section enriching previous work on this subject that we discussed, see [2], [8], [9], [10], [11], [12], [18]. We also calculate the maximum entropy copula for diagonal sections that arise from well-known families of bivariate copulas.…”

“…de Amo et al [7] is an extension of [8] for given sub-diagonal sections. Further construction of possibly asymmetric absolutely continuous bidimensional copulas with a given diagonal section is provided in Erdely and González [11].…”

Copulas With Given Diagonal Sections: Novel Constructions and Applications

“…22, 23 and in Ref. 24. In this latter paper, in particular, the authors present a (partial) method for constructing absolutely continuous and non-symmetric copulas with a given diagonal section.…”

On the Classes of Copulas and Quasi-Copulas With a Given Diagonal Section

“…Specifically, given a suitable δ: I → I, (hereafter called diagonal ), the class of (quasi-)copulas having diagonal section equal to δ has been the object of several investigations. [10][11][12][13][14][15][16] Although a number of investigations has been conducted in this direction, it is worth of further consideration to clarify some aspects about the classes C δ and Q δ formed, respectively, by all copulas and quasi-copulas whose diagonal section is δ.…”