شماره ركورد كنفرانس :
4091
عنوان مقاله :
Calculations in extension for copulas
پديدآورندگان :
Najjari Vadoud vnajjari@iau-maragheh.ac.ir -
تعداد صفحه :
4
كليدواژه :
Copulas , dependence concepts , measures of association , tails
سال انتشار :
1395
عنوان كنفرانس :
ششمين سمينار آناليز عددي و كاربردهاي آن
زبان مدرك :
انگليسي
چكيده فارسي :
In 2004, Rodríguez-Lallena and ´Ubeda-Flores have introduced a class of bivariate copulas which generalizes some known families such as the Farlie-Gumbel-Morgenstern distributions. In this study we generalize Rodríguez-Lallena and Úbeda-Flores’ study to a large number of copula families. Namely, we suggest new parametric copula families via extension of any given family. Then to describe the method, extensions of four well known Archimedean families will be shown.
كشور :
ايران
لينک به اين مدرک :
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