Some new developments on variable-power copulas

DOI10.4064/AM2483-11-2023MaRDI QIDQ6185525zbMATH OpenOpenAlexFDO

Authors Christophe Chesneau

Publication date 29 January 2024

Published in Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4064/am2483-11-2023

zbMATH Keywords

correlation measuresdependence modelvariable-power copulas

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Exact distribution theory in statistics (62E15) Multivariate analysis (62H99)

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Cites work

• An introduction to copulas.
• Construction of asymmetric multivariate copulas
• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• On copulas with a trapezoid support
• Parameter estimation of some Archimedean copulas based on minimum Cramér-von-Mises distance
• Principles of copula theory

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