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...
Main Authors: | , , , , , , , , , , , |
---|---|
Format: | Article |
Language: | English |
Published: |
American Institute of Physics Inc.
2016
|
Online Access: | View Fulltext in Publisher View in Scopus |