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Bivariate copulas generated by perturbations.

Authors :
Durante, Fabrizio
Fernández Sánchez, Juan
Úbeda Flores, Manuel
Source :
Fuzzy Sets & Systems. Oct2013, Vol. 228, p137-144. 8p.
Publication Year :
2013

Abstract

Abstract: In this paper, we provide a family of bivariate copulas based on a perturbation of a given copula by a factor term. The new class generalizes well-known families of copulas and allows to describe a wide range of possible dependencies. [Copyright &y& Elsevier]

Subjects

Subjects :
*COPULA functions
*PERTURBATION theory
*GENERALIZATION
*DISTRIBUTION (Probability theory)
*MATHEMATICAL physics
*APPROXIMATION theory
*FUNCTIONAL analysis

Details

Language :
English
ISSN :
01650114
Volume :
228
Database :
Academic Search Index
Journal :
Fuzzy Sets & Systems
Publication Type :
Academic Journal
Accession number :
89435277
Full Text :
https://doi.org/10.1016/j.fss.2012.08.008
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