A Compendium of Copulas
DOI:
https://doi.org/10.6092/issn.1973-2201/7202Keywords:
Bivariate distributions, Dependence, Independence, Multivariate distributions, Trivariate distributionsAbstract
Copulas are used to specify dependence between two or more random variables. The last few years have seen a surge of developments of parametric models for copulas. Here, we provide an up-to-date and a comprehensive review of known parametric copulas as well as applications and open problems. This review is believed to be the first of its kind.
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