Uma construção de cópulas semilineares bivariadas baseada nas famílias AMH, FGM e Plackett

Abstract

Copulas are cumulative distribution functions defined on the unit square whose margins are uniform. In the context of the present work, we have provided three new families of semilinear copulas based on the copulas AMH, FGM and Plackett. More precisely, we have applied the diagonal functions related to each of them with the purpose of obtaining the expressions of the new families. Besides that, it has been calculated the respective Spearman rho coefficient from each transformed copula, whose values have been studied thoroughly.