New Families of Copulas Based on Periodic Functions (Q5314576)
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scientific article; zbMATH DE number 2202534
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New Families of Copulas Based on Periodic Functions |
scientific article; zbMATH DE number 2202534 |
Statements
New Families of Copulas Based on Periodic Functions (English)
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5 September 2005
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Archimedean copula
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copula functions
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dependence modeling
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Gaussian copula
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smooth periodic copulas
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Schur functions
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Frechét bounds
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n-dimensional copulas
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simulation
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