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Multivariate dependence modeling using copulas

Cardin M.
•
MANZI, MADDALENA
2008
  • other

Abstract
There exist necessary and sufficient conditions on the generating functions of the FGM family, in order to obtain various dependence properties. We present multivariate generalizations of this class studying symmetry and dependence concepts, measuring the dependence among the components of each class and providing several examples.
Archivio
http://hdl.handle.net/11368/2418924
http://www.dma.unive.it/wpdma/2008wp183.pdf
Diritti
metadata only access
Soggetti
  • copula

  • density function

  • FGM copula

  • dependence

  • symmetry

Visualizzazioni
4
Data di acquisizione
Apr 19, 2024
Vedi dettagli
google-scholar
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