We present a method for constructing symmetric copulas which generalizes the diagonal patchwork construction of copulas procedure. We also show how it is related to a new construction of a generalized Farlie–Gumbel–Morgenstern distribution and to the copula transforms. The description of the dependence among random variables has been a subject extensively… (More)
Main goals: • Study of (bivariate) quasi-copulas with fractal mass distributions.
We show that there exist bivariate proper quasi-copulas that do not induce a doubly stochas-tic signed measure on [0, 1] 2. We construct these quasi-copulas from the so-called proper quasi-transformation square matrices.
We introduce and characterize the class of multivariate quasi-copulas with quadratic sections in one variable. We also present and analyze examples to illustrate our results.