A Compendium of Copulas
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 re...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
University of Bologna
2018-03-01
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| Series: | Statistica |
| Subjects: | |
| Online Access: | https://rivista-statistica.unibo.it/article/view/7202 |