Why Are FGM Copulas Successful? A Simple Explanation
© 2018 Songsak Sriboonchitta and Vladik Kreinovich. One of the most computationally convenient nonredundant ways to describe the dependence between two variables is by describing the corresponding copula. In many applications, a special class of copulas - known as FGM copulas - turned out to be most...
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| Main Authors: | , |
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| Format: | Journal |
| Published: |
2018
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| Subjects: | |
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85047815768&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/58705 |
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| Institution: | Chiang Mai University |