Abstract
We characterize the class of copulas that can be constructed from the diagonal section by means of the functional equation C(x,y)+|x−y|=C(x∨y,x∨y), for all (x,y) in the unit square such that C(x,y)>0. Some statistical properties of this class are given.
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Durante, F., Mesiar, R. & Sempi, C. On a family of copulas constructed from the diagonal section. Soft Comput 10, 490–494 (2006). https://doi.org/10.1007/s00500-005-0523-7
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DOI: https://doi.org/10.1007/s00500-005-0523-7