Abstract
In this paper, we construct and characterise multivariate copulas with cubic sections in one variable. We also study some of their properties: ordering, dependence concepts, and a measure of multivariate association. Several examples illustrate our results.
Acknowledgements
This work was partially supported by the Ministerio de Educación y Ciencia (Spain) and FEDER, under research project MTM2006-12218, and the Junta de Andalucía (Spain). The author also acknowledges the careful reading of an anonymous referee.