The relation between copula and survival copula

Asked Oct 04 '19 at 13:32

Active Oct 04 '19 at 17:53

Viewed 44 times

There are two relations connect between copula distribution function and copula survival function I got confused between them

$¯C(u,v)= u + v -1 + C(1-u,1-v)$ $C(u,v)= 1 - ¯C(1-u) - ¯C(1-v) + ¯C(1-u,1-v)$

So if we have copula function we can find survival copula

If you provide some useful references or explanation through an example that illustrates the relation further

edited Oct 04 '19 at 17:53

Nikaido

asked Oct 04 '19 at 13:32

محمد عبد

¯C(u,v) : survival copula ,; C(u,v): copula function – محمد عبد Oct 04 '19 at 13:37
1

Does this answer your question? [Derivation of survival copula](https://stats.stackexchange.com/questions/485332/derivation-of-survival-copula) – develarist Oct 27 '20 at 15:39

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