B0635
Title: On certain bivariate copulas with a trapezoid support
Authors: Piotr Jaworski - University of Warsaw (Poland) [presenting]
Abstract: A family of bivariate copulas given by: for $v+2u<2, C(u,v)=F(2F^{-1}(v/2) +F^{-1}(u))$, where $F$ is a strictly increasing cumulative distribution function of a symmetric, continuous random variable, and for $v+2u\ge 2$, $C(u,v)=u+v-1$, is introduced. The basic properties and necessary conditions for the absolute continuity of $C$ are discussed.
