Some new developments on variable-power copulas

DOI10.4064/AM2483-11-2023OpenAlexW4389064456MaRDI QIDQ6185525

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

dependence modelcorrelation measuresvariable-power copulas

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• An introduction to copulas.
• Construction of asymmetric multivariate copulas
• Parameter Estimation of Some Archimedean Copulas Based on Minimum Cramér-von-Mises Distance
• Principles of Copula Theory
• On copulas with a trapezoid support

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