A Compendium of Copulas

Saralees Nadarajah (), Emmanuel Afuecheta () and Stephen Chan ()
Additional contact information
Saralees Nadarajah: University of Manchester - UK
Emmanuel Afuecheta: University of Manchester - UK
Stephen Chan: American University of Sharjah - rican University of Sharjah Country United Arab Emirates

Statistica, 2017, vol. 77, issue 4, 279-328

Abstract: Copulas are used to specify dependence between two or more random variables. The last few years have seen a surge of developments of parametric models for copulas. Here, we provide an up-to-date and a comprehensive review of known parametric copulas as well as applications and open problems. This review is believed to be the first of its kind.

Keywords: Bivariate distributions; Dependence; Independence; Multivariate distributions; Trivariate distributions (search for similar items in EconPapers)
Date: 2017
References: Add references at CitEc
Citations: View citations in EconPapers (4)

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bot:rivsta:v:77:y:2017:i:4:p:279-328

Access Statistics for this article

Statistica is currently edited by Department of Statistics, University of Bologna

More articles in Statistica from Department of Statistics, University of Bologna Contact information at EDIRC.
Bibliographic data for series maintained by Giovanna Galatà ().