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...
Enregistré dans:
| Auteurs principaux: | , , , , |
|---|---|
| Format: | article |
| Langue: | EN |
| Publié: |
De Gruyter
2021
|
| Sujets: | |
| Accès en ligne: | https://doaj.org/article/6ade1b4eb22c4c2e88570bfe86f2ea51 |
| Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|