A method for constructing higher-dimensional copulas

DOI10.1080/02331888.2010.535903zbMath1241.62082OpenAlexW2074081621MaRDI QIDQ2892910

Fabrizio Durante, Manuel Úbeda-Flores, José Antonio Rodríguez-Lallena, Enrico Foscolo

Publication date: 25 June 2012

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2010.535903

zbMATH Keywords

Farlie-Gumbel-Morgenstern distributionsampling procedures

Mathematics Subject Classification ID

Related Items (4)

Risk aggregation with FGM copulas ⋮ Bivariate copulas generated by perturbations ⋮ On the relationship between modular functions and copulas ⋮ On a bivariate copula for modeling negative dependence: application to New York air quality data

Uses Software

• QRM

Cites Work

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