Fig. 1
From: New families of bivariate copulas via unit weibull distortion
Examples of density contour plots with standard normal margins. The parameter θ is chosen so that the initial copula has Kendall’s tau of 2/7 or −2/7. The first row displays contour plots of UW-Clayton copulas with (a,b)=(1,1),(0.75,2),(0.5,0.5), and (0.25,0.75). The second and third rows display those of the UW-Frank copulas, where the initial Frank copulas have positive and negative Kendall’s tau values, respectively