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Constructing copulas by means of pairs of order statistics. (English) Zbl 1200.62055

This paper introduces two transformations that, starting from a given bivariate copula, allow to construct a parametric family of copulas. Such transformations are based on the choice of pairs of order statistics of the marginal distributions. Dependence properties of the presented constructions are investigated. Possible extensions are discussed.

MSC:

62H05 Characterization and structure theory for multivariate probability distributions; copulas
62G30 Order statistics; empirical distribution functions
62H20 Measures of association (correlation, canonical correlation, etc.)
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References:

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