2021/06/27 by Maazouz, Mohamed El, Sani, Ahmed
#FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST)
paper · doi:10.48550/arxiv.2106.14240
New copulas, based on perturbation theory, are introduced to clarify a symmetrization procedure for asymmetric copulas. We give also some properties of the symmetrized copula. Finally, we examine families of copulas with a prescribed symmetrized one. By the way, we study topologically, the set of all symmetric copulas and give some of its classical and new properties.