Modelling asymmetric bivariate data using mixtures of rotated copulas

来源 :上海交通大学 | 被引量 : 0次 | 上传用户：dfcy007

【摘要】

：

Copulas are widely used for modelling complex multivariate dependencies.Our study offers a framework for the application of pair-mixtures of rotated copulas to model asymmetric dependencies in bivaria

【作者】

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Alphonce Bere Chris Koen

【机构】

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University of Venda,Thohoyandou,South Africa Univ

【出处】

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上海交通大学

【发表日期】

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2016年4期

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Modelling asymmetric bivariate data using mixtures of rotated copulas

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