On New Types of Multivariate Trigonometric Copulas

Copulas are useful functions for modeling multivariate distributions through their univariate marginal and dependence structures. They have a wide range of applications in all fields science that deal with data. While there is plethora copulas, those based on trigonometric functions, especially dimensions greater than two, received much less attention. are, however, interest because the properties oscillation periodicity which can appear certain models correlation natural phenomena. In order to fill this gap, paper introduces investigates two new types “multivariate copulas”. Their main theoretical studied, some perspectives sketched future work. particular, we show proposed copulas symmetric, not associative, no orthant dependence, copula densities oscillations, remains an uncommon property field. The expressions Spearman’s rho also determined. Furthermore, first type has interesting feature having equal 0 dimensions. Some graphic evidence supports findings. mathematical formulas involving product n may be independent interest.