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.
Bivariate copulas generated by perturbations
Durante F;
2013-01-01
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.File in questo prodotto:
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