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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| Autores principales: | , , , , |
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| Formato: | article |
| Lenguaje: | EN |
| Publicado: |
De Gruyter
2021
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| Materias: | |
| Acceso en línea: | https://doaj.org/article/6ade1b4eb22c4c2e88570bfe86f2ea51 |
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