Construction of a new bivariate copula based on Ruschendorf method

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Construction of a new bivariate copula based on Ruschendorf method

Copula modelling is useful and popular in many areas of statistics like finance, hydrology, drought study, etc. Construction of new copula can be based on Ruschendorf method and in this study, we construct a new copula based on a function which consists of the component of exponential functions. We...

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Bibliographic Details
Main Authors:	Jin, Pauline Wee Mah, Shitan, Mahendran
Format:	Article
Language:	English
Published:	Hikari 2014
Online Access:	http://psasir.upm.edu.my/id/eprint/36891/ http://psasir.upm.edu.my/id/eprint/36891/1/Construction%20of%20a%20New%20Bivariate%20Copula.pdf

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