Parametric copula families for statistical models

Harry Joe ()
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Harry Joe: University of British Columbia

Chapter Chapter 8 in Copulas and Dependence Models with Applications, 2017, pp 119-134 from Springer

Abstract: Abstract For data analysis with copulas, one tries to match features seen in data to properties of parametric copula models. Relevant tail asymmetry and dependence properties and measures are summarized. New parametric bivariate copula families in the class of [Durante and Jaworski, 2012] are presented, and some of their dependence and asymmetry properties are determined.

Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-319-64221-5_8

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DOI: 10.1007/978-3-319-64221-5_8

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