TY  - JOUR
TI  - Construction of a bivariate copula by Rüschendorf’s method
AB  - In this paper, a new copula model with given unit marginals is proposed, based on Rüschendorf’s Method. A new bivariate copula family is introduced by adding a proper term to independence copula. Thus, we avoid the complexity of the proposed copula model. By choosing a baseline copula from the same marginal, we derive a new copula that can approach from above towards the independence copula. Furthermore, it is established that a bivariate copula constructed by this method allows some flexibility in the dependence measure according to Spearman’s correlation coefficient. Additionally, tail dependence measures are investigated. Illustrative examples are given taking into account the specific choices of a baseline copula.
AU  - BEKÇI, MUHAMMET
AU  - YILMAZ, MEHMET
DO  - 10.17776/csj.753556
PY  - 2021
JO  - Cumhuriyet Science Journal
VL  - 42
IS  - 1
SN  - 2587-2680
SP  - 201
EP  - 208
DB  - TRDizin
UR  - http://search/yayin/detay/1120681
ER  -