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
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
Journal title :
Information Sciences