On some new constructions of Archimedean copulas and applications to fitting problems

Title:

On some new constructions of Archimedean copulas and applications to fitting problems

Creator:

Bacigál, Tomáš, Juráňová , Monika, and Mesiar, Radko

Identifier:

https://cdk.lib.cas.cz/client/handle/uuid:e2cc82e0-fbfa-4924-883c-85e9ba1c4088
uuid:e2cc82e0-fbfa-4924-883c-85e9ba1c4088

Subject:

Additive generator, Archimedean copula, and fitting of copulas

Type:

model:article and TEXT

Format:

bez média and svazek

Description:

Several constructions of additive generators of binary Archimedean copulas are introduced and discussed. Extension to general Archimedean copulas is also included. Applications to the fitting of copulas to real data are given and examplified.

Language:

English

Rights:

http://creativecommons.org/publicdomain/mark/1.0/
policy:public

Source:

Neural network world: international journal on neural and mass-parallel computing and information systems | 2010 Volume:20 | Number:1

Harvested from:

CDK

Metadata only:

false