Perlman and Wellner’s Circular and Transformed Circular Copulas are Particular Beta and t Copulas

Symmetry

关键词: beta distribution;    bivariate distribution;    circular copula;    elliptical copula;    multivariate distribution;    t distribution;   

DOI  :  10.3390/sym5010081

来源: mdpi

【 摘 要 】

All but one of the copulas in a recent paper in Symmetry by Perlman and Wellner can be identified as particular members of either the beta or t families of elliptical copulas.

【 授权许可】

CC BY   
© 2013 by the author; licensee MDPI, Basel, Switzerland.