A Comparison of Archimedean Copula Models for approximating Bivariate Skew-Normal Distribution

A. Nanthakumar

International Journal of Statistics and Probability, 2020, vol. 9, issue 1, 70

Abstract: This paper compares the performance of some Archimedean Copulas in approximating the bivariate skew-normal distribution. Our study shows Frank Copula is a better Archimedean Copula for approximating the bivariate skew-normal distribution.

Date: 2020
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