Title of article :
Some results on a transformation of copulas and quasi-copulas
Author/Authors :
Ali Dolati، نويسنده , , Soheyla Mohseni، نويسنده , , Manuel ?beda-Flores، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2014
Abstract :
This paper provides some results including invariance properties, dependence measures, convexity properties and tail dependence on a transformation of copulas and quasi-copulas.
Keywords :
Dependence properties , Marshal–Olkin copula , Measures of association , Copula , Tail dependence , Quasi-copula
Journal title :
Information Sciences
Journal title :
Information Sciences
