An estimator for the new bivariate copula

Copula modelling is becoming more popular in modelling dependence multivariate distributions and various copulas have been suggested throughout the literature. In a previous study, we had proposed a new bivariate copula based on Rüschendorf method and had studied some properties of that copula. The...

Full description

Bibliographic Details
Main Authors: Abdullah N. (Author), Amin N.A.M (Author), Aziz N.H.A (Author), Daud W.S.W (Author), Khazali K.A.M (Author), Mah, P.J.W (Author), Masnan M.J (Author), Rusli N. (Author), Shitan, M. (Author), Yahya Z. (Author), Yusuf Y.N.A (Author), Zaimi W.M.K.A.W (Author)
Format: Article
Language:English
Published: American Institute of Physics Inc. 2016
Online Access:View Fulltext in Publisher
View in Scopus