Title of article
New constructions of diagonal patchwork copulas
Author/Authors
Fabrizio Durante، نويسنده , , José Antonio Rodr?guez-Lallena، نويسنده , , Manuel ?beda-Flores، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2009
Pages
9
From page
3383
To page
3391
Abstract
We present a method for constructing symmetric copulas which generalizes the diagonal patchwork construction of copulas procedure. We also show how it is related to a new construction of a generalized Farlie–Gumbel–Morgenstern distribution and to the copula transforms.
Keywords
Copula , Farlie–Gumbel–Morgenstern distribution , Patchwork construction , Transformation of copulas
Journal title
Information Sciences
Serial Year
2009
Journal title
Information Sciences
Record number
1213745
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