Diverse Copulas through Durante's Method. Exploring Parametric Functions
This article unveils the often underestimated potential of a copula methodology introduced by Durante in 2009. It highlights the remarkable ability of the method to generate a broad spectrum of copulas by exploiting various parametric functions. Our exploration encompasses a collection of power-like...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Wrocław University of Science and Technology
2024-01-01
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| Series: | Operations Research and Decisions |
| Online Access: | https://ord.pwr.edu.pl/assets/papers_archive/ord2024vol34no3_4.pdf |
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