Bivariate copulas, norms and non-exchangeability
نویسندگان
چکیده
منابع مشابه
Approximation of bivariate copulas by patched bivariate Fréchet copulas
Bivariate Fréchet (BF) copulas characterize dependence as a mixture of three simple structures: comonotonicity, independence and countermonotonicity. They are easily interpretable but have limitations when used as approximations to general dependence structures. To improve the approximation property of the BF copulas and keep the advantage of easy interpretation, we develop a new copula approxi...
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In 2004, Rodr'{i}guez-Lallena and '{U}beda-Flores have introduced a class of bivariate copulas which generalizes some known families such as the Farlie-Gumbel-Morgenstern distributions. In 2006, Dolati and '{U}beda-Flores presented multivariate generalizations of this class. Then in 2011, Kim et al. generalized Rodr'{i}guez-Lallena and '{U}beda-Flores' study to any given copula family. But ther...
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ژورنال
عنوان ژورنال: Dependence Modeling
سال: 2015
ISSN: 2300-2298
DOI: 10.1515/demo-2015-0014