{"title":"copula纲目","authors":"S. Nadarajah, E. Afuecheta, S. Chan","doi":"10.6092/ISSN.1973-2201/7202","DOIUrl":null,"url":null,"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.","PeriodicalId":45117,"journal":{"name":"Statistica","volume":null,"pages":null},"PeriodicalIF":1.6000,"publicationDate":"2018-03-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"30","resultStr":"{\"title\":\"A Compendium of Copulas\",\"authors\":\"S. Nadarajah, E. Afuecheta, S. Chan\",\"doi\":\"10.6092/ISSN.1973-2201/7202\",\"DOIUrl\":null,\"url\":null,\"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.\",\"PeriodicalId\":45117,\"journal\":{\"name\":\"Statistica\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":1.6000,\"publicationDate\":\"2018-03-29\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"30\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Statistica\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.6092/ISSN.1973-2201/7202\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Statistica","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.6092/ISSN.1973-2201/7202","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
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.
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