Constructing generalized FGM copulas by means of certain univariate distributions

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Publication:870520


DOI10.1007/s00184-006-0075-6zbMath1106.62013MaRDI QIDQ870520

Matthias Fischer, Ingo Klein

Publication date: 12 March 2007

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-006-0075-6


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

62E10: Characterization and structure theory of statistical distributions


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