Title of article :
Bivariate copulas generated by perturbations
Author/Authors :
Durante، نويسنده , , Fabrizio and Fernلndez-Sلnchez، نويسنده , , Juan and عbeda-Flores، نويسنده , , Manuel، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2013
Abstract :
In this paper, we provide a family of bivariate copulas based on a perturbation of a given copula by a factor term. The new class generalizes well-known families of copulas and allows to describe a wide range of possible dependencies.
Keywords :
Copula , Measure of association , Quasi-copula , Tail dependence
Journal title :
FUZZY SETS AND SYSTEMS
Journal title :
FUZZY SETS AND SYSTEMS
