MODELLING RANDOM COUPLES USING COPULAS MODELADO DE PAREJAS ALEATORIAS USANDO CÓPULAS
Copulas have become a useful tool for the multivariate modelling in both stochastics and statistics. In this article, fundamental properties that allow the characterization of the dependence structure of families of the bivariate distributions defined by the copula are reviewed. Also, the importance...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Universidad Nacional de Colombia
2009-05-01
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| Series: | Revista Colombiana de Estadística |
| Subjects: | |
| Online Access: | http://www.revistas.unal.edu.co/index.php/estad/article/view/29752 |