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Paul B. Slater's user avatar
Paul B. Slater's user avatar
Paul B. Slater's user avatar
Paul B. Slater
  • Member for 7 years, 11 months
  • Last seen more than 2 years ago
  • Santa Barbara, CA, United States
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What are examples of symmetric copulas $f(x,y)=f(y,x)$ having relative minima for $f(x,x)$?
Plot included of the residuals from a weighted least-squares fit of the Ali-Mikhail-Haq model
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What are examples of symmetric copulas $f(x,y)=f(y,x)$ having relative minima for $f(x,x)$?
I must admit that for some time I was thinking of copula in its PDF representation rather than the CDF. However, I'm still asking for assistance either in newly constructing a copula PDF with the requested "repulsion" property, or being directed to some "standard" one already exhibiting this property (at least possibly for some particular parameter values, if a family of copulas).
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What are examples of symmetric copulas $f(x,y)=f(y,x)$ having relative minima for $f(x,x)$?
whuber--does this comment extend as well to the pdf, my principal focus of analysis? In any case, I'm interested in models, in which strong repulsion (relatively low values) is shown for x = y, if still not over the entire line.