Construction of bivariate asymmetric copulas-Reference-Cited by-同舟云学术

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Construction of bivariate asymmetric copulas

Published:2018-03-31 Issue:2 Volume:25 Page:217-234
ISSN:2383-4757
Container-title:Communications for Statistical Applications and Methods
language:en
Short-container-title:CSAM

Author:

Mukherjee Saikat¹,Lee Youngsaeng²,Kim Jong-Min³,Jang Jun⁴,Park Jeong-Soo¹

Affiliation:

1. Department of Mathematics, National Institute of Technology, India

2. Department of Statistics, Chonnam National University, Korea

3. Division of Science and Mathematics, University of Minnesota-Morris, USA

4. Center for Information Analysis, Chungnam National University, Korea

Funder

National Research Foundation of Korea(NRF)

Ministry of Science, ICT and Future Planning(MSIP)

Ministry of Education(Ministry of Education of the Republic of Korea)

Publisher

Communications for Statistical Applications and Methods

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Finance,Modeling and Simulation,Statistics and Probability

Link

http://pdf.medrang.co.kr/CSAM/2018/025/CSAM025-02-07.pdf

Reference33 articles.

1. New Families of Copulas Based on Periodic Functions

2. Statistical monitoring of a web server for error rates: a bivariate time-series copula-based modeling approach

3. Test of symmetry based on copula function

4. Copula modelling for multivariate statistical process control: a review

5. Characterizations of joint distributions, copulas, information, dependence and decoupling, with applications to time series

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1. Construction of copulas for bivariate failure rates;Annals of Operations Research;2024-05-20

2. Analysis of asymmetric financial data with directional dependence measures;Hacettepe Journal of Mathematics and Statistics;2023-08-15

3. Construction of bivariate symmetric and asymmetric copulas and its relationship to ratios of conditional hazard rate functions;Communications in Statistics - Theory and Methods;2023-06-07

4. New asymmetric perturbations of FGM bivariate copulas and concordance preserving problems;Moroccan Journal of Pure and Applied Analysis;2023-01-01

5. Transformed Pair Copula Construction of Pareto Copula and Applications;GAZI UNIVERSITY JOURNAL OF SCIENCE;2022-05-04

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