Multivariate dependence concepts through copulas
نویسندگان
چکیده
منابع مشابه
Multivariate dependence modeling using copulas
In this contribution we review models for construction of higher dimensional dependence that have arisen recent years. In particular we focus on specific generalized Farlie Gumbel (or Sarmanov) copulas which are generated by a single function (so-called generator or generator function) defined on the unit interval. An alternative approach to generalize the FGM family of copulas is to consider t...
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ژورنال
عنوان ژورنال: International Journal of Approximate Reasoning
سال: 2015
ISSN: 0888-613X
DOI: 10.1016/j.ijar.2015.04.004