Abstract
In this paper, we provide a family of bivariate copulas based on a perturbation of a given copula by a factor term. The new class generalizes well-known families of copulas and allows to describe a wide range of possible dependencies.
- Title
- Bivariate copulas generated by perturbations
- Creators
- Fabrizio DuranteJuan Fernández-SánchezM Úbeda-Flores
- Publication Details
- Fuzzy Sets and Systems, Vol.228, pp.137-144
- ISSN
- 0165-0114
- Series / Volume
- 228
- Publisher
- Elsevier: 24 months
- Identifiers
- (UNIBZ)1557240
991005773276401241 - Web of Science ID
- WOS:000323406800011
- Scopus ID
- 2-s2.0-84880925032
- Academic Unit
- Faculty of Economics and Management
- Language
- English
- Resource Type
- Journal article
- Author Names String
- Durante F, Fernández-Sánchez J, Úbeda-Flores M
- Additional Description
- Projected: 3279