| Autor: |
Komorník, Jozef, Komorníková, Magda, Kalická, Jana, Nguyen, Cuong |
| Zdroj: |
Journal of Statistical Theory and Applications; June 2016, Vol. 15 Issue: 2 p153-160, 8p |
| Abstrakt: |
In this paper, we extend our investigations of a special class of perturbations of copulas introduced in [7]. Despite a surprising fact that this kind of perturbations does not change the value of tail dependence of the original copulas, their use yielded models with considerably improved fitting qualities. |
| Databáze: |
Supplemental Index |
| Externí odkaz: |
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