Polynomial bivariate copulas of degree five: characterization and some particular inequalities
Bivariate polynomial copulas of degree 5 (containing the family of Eyraud-Farlie-Gumbel-Morgenstern copulas) are in a one-to-one correspondence to certain real parameter triplets (a, b, c), i.e., to some set of polynomials in two variables of degree 1: p(x, y) = ax + by + c. The set of the parameter...
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| Auteurs principaux: | , , , , , |
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| Format: | article |
| Langue: | EN |
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De Gruyter
2021
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| Accès en ligne: | https://doaj.org/article/25fdaa58c61d4d5fa4c43ece7c732d34 |
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