Theoretical Study of Some Angle Parameter Trigonometric Copulas

Theoretical Study of Some Angle Parameter Trigonometric Copulas

Copulas are important probabilistic tools to model and interpret the correlations of measures involved in real or experimental phenomena. The versatility of these phenomena implies the need for diverse copulas. In this article, we describe and investigate theoretically new two-dimensional copulas ba...

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Bibliographic Details
Main Author: Christophe Chesneau
Format: Article
Language:English
Published: MDPI AG 2022-03-01
Series:Modelling
Subjects:
copula
two-dimensional modeling
trigonometric function
multivariate distributions
dependence
Online Access:https://www.mdpi.com/2673-3951/3/1/10

Internet

https://www.mdpi.com/2673-3951/3/1/10

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