Joint Proceedings of the 19th World Congress of the International Fuzzy Systems Association (IFSA), the 12th Conference of the European Society for Fuzzy Logic and Technology (EUSFLAT), and the 11th International Summer School on Aggregation Operators (AGOP)

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On a New Class of Trivariate Copulas

Authors
C. Ignazzi, F. Durante
Corresponding Author
C. Ignazzi
Available Online 30 August 2021.
DOI
10.2991/asum.k.210827.088How to use a DOI?
Keywords
Copula, Extremal Dependence, Fréchet class, Eyraud-Farlie-Gumbel-Morgenstern distribution
Abstract

Starting with three bivariate copulas and some auxiliary univariate functions, we determine a construction method of trivariate copulas, which generalizes a class of copulas previously introduced by M. Úbeda-Flores (2005). Specifically, we provide a characterization of this class of 3–copulas and we discuss some of its properties. Various related examples of parametric and semiparametric families can be obtained, including generalizations of EFGM copulas.

Copyright
© 2021, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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Volume Title
Joint Proceedings of the 19th World Congress of the International Fuzzy Systems Association (IFSA), the 12th Conference of the European Society for Fuzzy Logic and Technology (EUSFLAT), and the 11th International Summer School on Aggregation Operators (AGOP)
Series
Atlantis Studies in Uncertainty Modelling
Publication Date
30 August 2021
ISBN
978-94-6239-423-0
ISSN
2589-6644
DOI
10.2991/asum.k.210827.088How to use a DOI?
Copyright
© 2021, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

risenwbib
TY  - CONF
AU  - C. Ignazzi
AU  - F. Durante
PY  - 2021
DA  - 2021/08/30
TI  - On a New Class of Trivariate Copulas
BT  - Joint Proceedings of the 19th World Congress of the International Fuzzy Systems Association (IFSA), the 12th Conference of the European Society for Fuzzy Logic and Technology (EUSFLAT), and the 11th International Summer School on Aggregation Operators (AGOP)
PB  - Atlantis Press
SP  - 654
EP  - 660
SN  - 2589-6644
UR  - https://doi.org/10.2991/asum.k.210827.088
DO  - 10.2991/asum.k.210827.088
ID  - Ignazzi2021
ER  -