MODELLING RANDOM COUPLES USING COPULAS MODELADO DE PAREJAS ALEATORIAS USANDO CÓPULAS

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...

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Bibliographic Details
Main Authors: Escarela Gabriel, Hernández Angélica
Format: Article
Language:English
Published: Universidad Nacional de Colombia 2009-05-01
Series:Revista Colombiana de Estadística
Subjects:
Dependence
Copula
Measure of association
[Applied statistics]
Kendall τ
Spearman ρ
Serial correlation
Online Access:http://www.revistas.unal.edu.co/index.php/estad/article/view/29752

Internet

http://www.revistas.unal.edu.co/index.php/estad/article/view/29752

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