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pro vyhledávání: '"Frederik Michiels"'
Autor:
Frederik Michiels, Ann De Schepper
Publikováno v:
Journal of computational and graphical statistics
The selection of copulas is an important aspect of dependence modeling. In many practical applications, only a limited number of copulas is tested, and the modeling applications usually are restricted to the bivariate case. One explanation is the fac
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::34f93d1fc6d3a057ab9933b02ab1f46a
https://doi.org/10.1080/10618600.2012.672080
https://doi.org/10.1080/10618600.2012.672080
Publikováno v:
Communications in statistics : theory and methods
We introduce and discuss a general method for constructing bivariate Archimedean copula families. The central item in our method is the function [image omitted] (t ∈ [0, 1]), where ϕ is the generator of the Archimedean copula. The construction of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8de7453439ca537105e59fcce4230e73
https://hdl.handle.net/10067/897000151162165141
https://hdl.handle.net/10067/897000151162165141