On Construction of Bernstein-Bézier Type Bivariate Archimedean Copula
In this paper, a new class of bivariate multi-parameter Archimedean copula based on Kendall distribution using Bernstein-Bézier polynomials is introduced. The new class copula has flexible dependence properties depending on the polynomial degree and the control points. Some dependence characteristi...
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| Principais autores: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado: |
Instituto Nacional de Estatística | Statistics Portugal
2022-07-01
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| Series: | Revstat Statistical Journal |
| Assuntos: | |
| Acceso en liña: | https://revstat.ine.pt/index.php/REVSTAT/article/view/376 |
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