A semiparametric family of symmetric bivariate copulas;Une famille semi-paramétrique de copules symétriques bivariées

Comptes Rendus de l'Academie des Sciences - Series I: Mathematics

Volumn 333, Issue 2, 2001, Pages 129-132

  Amblard, Cécile ^a   Girard, Stéphane ^b  

^a UNIVERSITÉ DE MONTRÉAL   (Canada)

^b UNIV MONTPELLIER   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0742284383     PISSN: 07644442     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0764-4442(01)02011-0     Document Type: Article

References (9)

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4. Joe H. Multivariate Models and Dependence Concepts. Monographs on Statistics and Applied Probability. 73:1997;Chapman & Hall.
5. Nelsen R.B. An Introduction to Copulas. Lecture Notes in Statistics. 139:1999;Springer.
6. Nelsen R.B., Quesada-Molina J.J., Rodríguez-Lallena J.A. Bivariate copulas with cubic sections. Nonparametric Statistics. 7:1997;205-220.
7. Quesada-Molina J.J., Rodríguez-Lallena J.A. Bivariate copulas with quadratic sections. Nonparametric Statistics. 5:1995;323-337.
8. Sklar A. Fonctions de répartition à n dimensions et leurs marges. Publ. Inst. Statist. Univ. Paris. 8:1959;229-231.
9. Stromberg K.R. Introduction to Classical Real Analysis. 1981;Wadsworth International Group, California.