Constructions of absolutely continuous copulas with given curvilinear or opposite-curvilinear sections
نویسندگان
1 School of Science, Nanchang Institute of Technology
2 School of Business Administration, Nanchang Institute of Technology, China
doi
10.22111/ijfs.2025.51574.9112چکیده
In this paper, we address the constructions of absolutely continuous copulas characterized by givencurvilinear or opposite-curvilinear sections. For a given function generated by a suitable curve within the unit square, we develop a family of absolutely continuous copulas having this function as a curvilinear section, achieved by averaging over a series of copulas sharing the common curvilinear section. Subsequently, we establish theoretical relationships between absolutely continuous copulas with given opposite-curvilinear sections and those with corresponding curvilinear sections. Using these relationships, we propose two approaches for constructing of absolutely continuous copulas with given opposite-curvilinear sections.