Construction of a new bivariate copula based on Ruschendorf method
Copula modelling is useful and popular in many areas of statistics like finance, hydrology, drought study, etc. Construction of new copula can be based on Ruschendorf method and in this study, we construct a new copula based on a function which consists of the component of exponential functions. We...
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Main Authors: | Jin, Pauline Wee Mah, Shitan, Mahendran |
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Format: | Article |
Language: | English |
Published: |
Hikari
2014
|
Online Access: | http://psasir.upm.edu.my/id/eprint/36891/1/Construction%20of%20a%20New%20Bivariate%20Copula.pdf http://psasir.upm.edu.my/id/eprint/36891/ http://www.m-hikari.com/ams/ams-2014/ams-153-156-2014/index.html |
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