| 题名 |
A New Family of Bivariate Copulas Generated by Univariate Distributions |
| DOI |
10.6339/JDS.2012.10(1).1011 |
| 作者 |
Xiao-Hu Li；Rui Fang |
| 关键词 |
Archimedean copula ； upper tail dependence coefficient ； Weibull distribution |
| 期刊名称 |
Journal of Data Science |
| 卷期/出版年月 |
10卷1期（2012 / 01 / 01） |
| 页次 |
1 - 17 |
| 内容语文 |
英文 |
| 英文摘要 |
A new family of copulas generated by a univariate distribution function is introduced, relations between this copula and other well-known ones are discussed. The new copula is applied to model the dependence of two real data sets as illustrations. |
| 主题分类 |
基礎與應用科學 >
資訊科學 基礎與應用科學 > 統計 |
