New results on perturbation-based copulas
A prominent example of a perturbation of the bivariate product copula (which characterizes stochastic independence) is the parametric family of Eyraud-Farlie-Gumbel-Morgenstern copulas which allows small dependencies to be modeled. We introduce and discuss several perturbations, some of them perturb...
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| Principais autores: | , , , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado: |
De Gruyter
2021-10-01
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| Series: | Dependence Modeling |
| Assuntos: | |
| Acceso en liña: | https://doi.org/10.1515/demo-2021-0116 |
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