Name
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. |
Year | DOI | Venue |
|---|---|---|
2013 | 10.1016/j.fss.2012.08.008 | Fuzzy Sets and Systems |
Keywords | Field | DocType |
possible dependency,factor term,bivariate copula,new class,wide range,well-known family,copula,measure of association | Econometrics,Discrete mathematics,Applied mathematics,Tail dependence,Copula (linguistics),Copula (probability theory),Correlation and dependence,Bivariate analysis,Mathematics,Perturbation (astronomy) | Journal |
Volume | ISSN | Citations |
228, | 0165-0114 | 3 |
PageRank | References | Authors |
0.43 | 4 | 3 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Fabrizio Durante | 1 | 391 | 59.28 |
| Juan Fernández-Sánchez | 2 | 88 | 15.63 |
| Manuel íBeda Flores | 3 | 3 | 0.43 |