A Compendium of Copulas

Authors

  • Saralees Nadarajah University of Manchester
  • Emmanuel Afuecheta University of Manchester
  • Stephen Chan American University of Sharjah

DOI:

https://doi.org/10.6092/issn.1973-2201/7202

Keywords:

Bivariate distributions, Dependence, Independence, Multivariate distributions, Trivariate distributions

Abstract

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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2018-03-29

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Nadarajah, S., Afuecheta, E., & Chan, S. (2017). A Compendium of Copulas. Statistica, 77(4), 279–328. https://doi.org/10.6092/issn.1973-2201/7202

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Vol. 77 No. 4 (2017)

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