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Bivariate copulas generated by perturbations.
- 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]
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