On the Construction of Radially Symmetric Trivariate Copulas

نویسندگان

  • José De Jesús Arias García
  • Hans De Meyer
  • Bernard De Baets
چکیده

We propose a method to construct a 3-dimensional symmetric function that is radially symmetric, using two symmetric 2-copulas, with one of them being also radially symmetric. We study the properties of the presented construction in some specific cases and provide several examples for different families of copulas.

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تاریخ انتشار 2018