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Volumn 35, Issue 4, 2006, Pages 649-659

On the construction of families of absolutely continuous copulas with given restrictions

Author keywords

Absolutely continuous copulas; Copulas; Diagonal sections

Indexed keywords

ABSOLUTELY CONTINUOUS COPULAS; COPULAS; DIAGONAL SECTIONS;

EID: 33645057443     PISSN: 03610926     EISSN: 1532415X     Source Type: Journal    
DOI: 10.1080/03610920500498758     Document Type: Article
Times cited : (18)

References (8)
  • 1
    • 84858565210 scopus 로고    scopus 로고
    • Non parametric independence tests for continuous random variables using copulas
    • Erdely, A., González-Barrios, J. M. (2005). Non parametric independence tests for continuous random variables using copulas. Working paper.
    • (2005) Working Paper
    • Erdely, A.1    González-Barrios, J.M.2
  • 3
    • 0348023782 scopus 로고    scopus 로고
    • Copulas constructed from diagonal sections
    • Beneš, V.. Štěpán, J., eds. New York: Kluwer Academic Publishers
    • Fredricks, G. A.. Nelsen, R. B. (1997b). Copulas constructed from diagonal sections. In Distributions with Given Marginals and Moment Problems. Beneš, V.. Štěpán, J., eds. New York: Kluwer Academic Publishers, pp. 129-136.
    • (1997) Distributions with Given Marginals and Moment Problems , pp. 129-136
    • Fredricks, G.A.1    Nelsen, R.B.2
  • 4
    • 0348123384 scopus 로고    scopus 로고
    • The Bertino family of copulas
    • Cuadras. C. M., Fortiana, J., RodríguezLallena, J. A., eds. New York: Kluwer Academic Publishers
    • Fredricks, G. A., Nelsen, R. B. (2002). The Bertino family of copulas. In Distributions with Given Marginals and Statistical Modelling, Cuadras. C. M., Fortiana, J., RodríguezLallena, J. A., eds. New York: Kluwer Academic Publishers, pp. 81-91.
    • (2002) Distributions with Given Marginals and Statistical Modelling , pp. 81-91
    • Fredricks, G.A.1    Nelsen, R.B.2
  • 5
    • 0000418525 scopus 로고
    • Representation of associative functions
    • Ling, C.-H. (1965). Representation of associative functions. Publ. Math. Debrechen 12:189-212.
    • (1965) Publ. Math. Debrechen , vol.12 , pp. 189-212
    • Ling, C.-H.1
  • 6
    • 0004156740 scopus 로고    scopus 로고
    • Lecture Notes in Statistics, 139. New York: Springer-Verlag
    • Nelsen, R. B. (1999). An Introduction to Copulas. Lecture Notes in Statistics, 139. New York: Springer-Verlag.
    • (1999) An Introduction to Copulas
    • Nelsen, R.B.1
  • 8
    • 0006708042 scopus 로고    scopus 로고
    • Diagonal copulas of Archimedean class
    • Sungur, E. A., Yang, Y. (1996). Diagonal copulas of Archimedean class. Commun. Statist. Theor. Meth. 25(7): 1659-1676.
    • (1996) Commun. Statist. Theor. Meth. , vol.25 , Issue.7 , pp. 1659-1676
    • Sungur, E.A.1    Yang, Y.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.