Transformation of a copula using the associated co-copula
We investigate the properties of a new transformation of copulas based on the co-copula and an univariate function. It is shown that several families in the copula literature can be interpreted as particular outputs of this transformation. Symmetry, association, ordering and dependence properties of...
Na minha lista:
| Autor principal: | |
|---|---|
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
De Gruyter
2018-12-01
|
| coleção: | Dependence Modeling |
| Assuntos: | |
| Acesso em linha: | https://doi.org/10.1515/demo-2018-0017 |
| Tags: |
Sem tags, seja o primeiro a adicionar uma tag!
|