Autori
Nadarajah, Saralees
Afuecheta, Emmanuel
Chan, Stephen

Titolo
A Compendium of Copulas
Periodico
Statistica
Anno: 2017 - Volume: 77 - Fascicolo: 4 - Pagina iniziale: 279 - Pagina finale: 280

Copulas are used to specify dependence between two or more random variables. The last few years have seen a surge of developments of parametric models for copulas. Here, we provide an up-to-date and a comprehensive review of known parametric copulas as well as applications and open problems. This review is believed to be the first of its kind.



SICI: 0390-590X(2017)77:4<279:ACOC>2.0.ZU;2-I

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