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New asymmetric perturbations of FGM bivariate copulas and concordance preserving problems

Moroccan Journal of Pure and Applied Analysis

Volume 9 (2023): Issue 1 (January 2023)

By: Mohamed El maazouz and Ahmed Sani

Open Access

|Feb 2023

Abstract

New copulas, based on perturbation theory, are introduced to clarify a symmetrization procedure for asymmetric copulas. We give also some properties of the symmetrized copula mainly conservation of concordance. Finally, we examine some copulas with a prescribed symmetrized part. The start point of the treatment is the independence copula and the last one will be an arbitrary member of Farlie-Gumbel-Morgenstein family. By the way, we study topologically, the set of all symmetric copulas and give some of its classical and new properties.

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Articles in this issue

DOI: https://doi.org/10.2478/mjpaa-2023-0008 | Journal eISSN: 2351-8227

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Language: English

Page range: 111 - 126

Submitted on: Nov 5, 2022

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Accepted on: Jan 20, 2023

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Published on: Feb 1, 2023

Published by: Sciendo

In partnership with: Paradigm Publishing Services

Publication frequency: 3 issues per year

Keywords:

Bivariate copula,

Concordance and perturbation

Related subjects:

Differential equations and dynamical systems,

Probability and statistics,

Numerical and computational mathematics

© 2023 Mohamed El maazouz, Ahmed Sani, published by Sciendo
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

Volume 9 (2023): Issue 1 (January 2023)

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