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引用次数: 0
摘要
本研究引入了一种新的 copula 类别，称为扭曲 GAB copula（以下简称为 dGAB copula），作为高斯 copula 的替代品。
A class of distorted Gaussian copulas: theories and applications
This study introduces a novel copula class, referred to as the distorted GAB copula (hereafter, dGAB copula), as an alternative to the Gaussian copula, which has shown limitations in capturing tail...
期刊介绍：
JORS is an official journal of the Operational Research Society and publishes original research papers which cover the theory, practice, history or methodology of OR.
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