An estimator for the new bivariate copula

Copula modelling is becoming more popular in modelling dependence multivariate distributions and various copulas have been suggested throughout the literature. In a previous study, we had proposed a new bivariate copula based on Rüschendorf method and had studied some properties of that copula. Ther...

وصف كامل

التفاصيل البيبلوغرافية
المؤلفون الرئيسيون: Mah, Pauline Jin Wee, Shitan, Mahendran
التنسيق: Conference or Workshop Item
اللغة:English
منشور في: AIP Publishing 2016
الوصول للمادة أونلاين:http://psasir.upm.edu.my/id/eprint/57421/1/An%20estimator%20for%20the%20new%20bivariate%20copula.pdf