文章基本信息

标题：A Compendium of Copulas
本地全文：下载
作者：Saralees Nadarajah ; Emmanuel Afuecheta ; Stephen Chan 等
期刊名称：Statistica
印刷版ISSN：1973-2201
出版年度：2018
卷号：77
期号：4
页码：279-328
语种：English
出版社：Dep. of Statistical Sciences "Paolo Fortunati", Università di Bologna
摘要：Copulas are used to specify dependence between two or more random variables. The last few years have seen a surge of developments of parametric models for copulas. Here, we provide an up-to-date and a comprehensive review of known parametric copulas as well as applications and open problems. This review is believed to be the first of its kind.