{"title":"A Compendium of Copulas","authors":"S. Nadarajah, E. Afuecheta, S. Chan","doi":"10.6092/ISSN.1973-2201/7202","DOIUrl":null,"url":null,"abstract":"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.","PeriodicalId":45117,"journal":{"name":"Statistica","volume":"77 1","pages":"279-328"},"PeriodicalIF":1.6000,"publicationDate":"2018-03-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"30","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Statistica","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.6092/ISSN.1973-2201/7202","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 30
Abstract
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.
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