A Compendium of Copulas

Statistica

Stephen Chan¹  Emmanuel Afuecheta²  Saralees Nadarajah² 

[1] American University of Sharjah;University of Manchester;

关键词: Bivariate distributions;    Dependence;    Independence;    Multivariate distributions;    Trivariate distributions;   

DOI  :  10.6092/issn.1973-2201/7202

来源: DOAJ

【 摘 要 】

Copulas are used to specify dependence between two or more random variables. The last few years have seen a surge of developments of parametric models for copulas. Here, we provide an up-to-date and a comprehensive review of known parametric copulas as well as applications and open problems. This review is believed to be the first of its kind.

【 授权许可】

Unknown