Construction of bivariate asymmetric copulas
نویسندگان
چکیده
منابع مشابه
Construction of asymmetric multivariate copulas
In this paper we introduce two methods for the construction of asymmetric multivariate copulas. The rst is connected with products of copulas. The second approach generalises the Archimedean copulas. The resulting copulas are asymmetric and may have more than two parameters in contrast to most of the parametric families of copulas described in the literature. We study the properties of the pro...
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ژورنال
عنوان ژورنال: Communications for Statistical Applications and Methods
سال: 2018
ISSN: 2383-4757
DOI: 10.29220/csam.2018.25.2.217