Abstract
A new class of copulas, depending on a univariate function, is studied and its properties (dependence, ordering, measures of association, symmetry) are investigated.
- Title
- A new class of symmetric bivariate copulas
- Creators
- Fabrizio Durante
- Publication Details
- Journal of Nonparametric Statistics, Vol.18(7-8), pp.499-510
- ISSN
- 1048-5252
- EISSN
- 1029-0311
- Series / Volume
- 18
- Publisher
- American Statistical Association
- Number of pages
- 12
- Identifiers
- (UNIBZ)629
991006718196301241 - Web of Science ID
- WOS:000246071300006
- Scopus ID
- n.a.
- Academic Unit
- Faculty of Economics and Management
- Language
- English
- Resource Type
- Journal article
- Author Names String
- Durante F
- Additional Description
- description: Record is part of a bulk validation set