Why clayton and gumbel copulas: A symmetry-based explanation

In econometrics, many distributions are non-Gaussian. To describe dependence between non-Gaussian variables, it is usually not sufficient to provide their correlation: it is desirable to also know the corresponding copula. There are many different families of copulas; which family shall we use? In m...

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Bibliographic Details
Main Authors: Vladik Kreinovich, Hung T. Nguyen, Songsak Sriboonchitta
Format: Book Series
Published: 2018
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Online Access:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84872827540&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/52468
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Institution: Chiang Mai University

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