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A note on conjugate distributions for copulas

A note on conjugate distributions for copulas

Mariela Fernandez, Veronica A. Gonzalez-Lopez, Laura R. Rifo

ARTIGO

Inglês

A family of conjugated distributions for a given type of copulas is defined in this paper. Those copulas can be written as a mixture of d-dimensional parameter exponential functions. The generalized Farlie-Gumbel-Morgenstern copula is an example of this representation. This family is used to... Ver mais

FUNDAÇÃO DE AMPARO À PESQUISA DO ESTADO DE SÃO PAULO - FAPESP

2011/18285-6; 2012/06078-9; 2013/07699-0

fechado

A note on conjugate distributions for copulas

Mariela Fernandez, Veronica A. Gonzalez-Lopez, Laura R. Rifo

										

A note on conjugate distributions for copulas

Mariela Fernandez, Veronica A. Gonzalez-Lopez, Laura R. Rifo

    Fontes

    Mathematical methods in the applied sciences (Fonte avulsa)