Curved splicing constructions of (quasi-)copulas with given opposite track sections

Document Type : Research Paper

Authors

School of Mathematics and Statistics, Guilin University of Technology, Guilin, China

Abstract

In this paper, our focus is to construct (quasi-)copulas with a given opposite track section. Three different ways for constructing (quasi-)copulas with a given opposite track section are proposed and the best-possible bounds for all those (quasi-)copulas sharing a common opposite track section are also discussed. Drawing inspiration from the opposite diagonal splicing operation, we propose the curved splicing operation. We obtain that the curved splicing of any two quasi-copulas with a common opposite track section must be a quasi-copula. We also show several sufficient conditions
for the curved splicing of any two copulas sharing a common opposite track section to be a copula. Furthermore, we discuss the characteristics of a copula constructed by the curved splicing operation. Finally, we construct two novel types of semilinear copulas, and by applying the curved splicing operation we obtain two additional types of semilinear copulas.

Keywords

Main Subjects


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