Perturbation of bivariate copulas

DOI10.1016/j.fss.2014.04.016zbMath1361.62028MaRDI QIDQ529361

Magda Komorníková, Jozef Komorník, Radko Mesiar

Publication date: 18 May 2017

Published in: Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.fss.2014.04.016

zbMATH Keywords

construction method for copula; Farlie-Gumbel-Morgenstern copulas; perturbation of product copula; radially symmetric copula

Mathematics Subject Classification ID

62H20: Measures of association (correlation, canonical correlation, etc.)

62H05: Characterization and structure theory for multivariate probability distributions; copulas

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