文章基本信息

标题：A New Family of Bivariate Copulas Generated by Univariate Distributions
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作者：Xiaohu Li ; Rui Fang
期刊名称：Journal of Data Science
印刷版ISSN：1680-743X
电子版ISSN：1683-8602
出版年度：2012
卷号：10
期号：1
页码：1-17
出版社：Tingmao Publish Company
摘要：A new family of copulas generated by a univariate distributionfunction is introduced, relations between this copula and other well-knownones are discussed. The new copula is applied to model the dependence oftwo real data sets as illustrations.
关键词：Archimedean copula; upper tail dependence coecient; Weibull;distribution.