• Title of article

    Bivariate copulas generated by perturbations

  • Author/Authors

    Durante، نويسنده , , Fabrizio and Fernلndez-Sلnchez، نويسنده , , Juan and عbeda-Flores، نويسنده , , Manuel، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2013
  • Pages
    8
  • From page
    137
  • To page
    144
  • Abstract
    In this paper, we provide a family of bivariate copulas based on a perturbation of a given copula by a factor term. The new class generalizes well-known families of copulas and allows to describe a wide range of possible dependencies.
  • Keywords
    Copula , Measure of association , Quasi-copula , Tail dependence
  • Journal title
    FUZZY SETS AND SYSTEMS
  • Serial Year
    2013
  • Journal title
    FUZZY SETS AND SYSTEMS
  • Record number

    1601752

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=1601752