A recipe for bivariate copulas

DOI10.1080/03610926.2014.915040zbMath1349.62240OpenAlexW2434113891MaRDI QIDQ2832640

Eric S. Key

Publication date: 11 November 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.915040

zbMATH Keywords

copulas

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Bootstrap, jackknife and other resampling methods (62F40) Characterization and structure theory of statistical distributions (62E10)

Cites Work

• Dependence structure and symmetry of Huang-Kotz FGM distributions and their extensions
• Modifications of the Farlie-Gumbel-Morgenstern distributions. A tough hill to climb.