A comprehensive family of copulas to model bivariate random noise and perturbation

Ayyub Sheikhi; Vahid Amirzadeh; Radko Mesiar

doi:10.1016/j.fss.2020.04.010

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A comprehensive family of copulas to model bivariate random noise and perturbation

Ayyub Sheikhi Vahid Amirzadeh Radko Mesiar

Year: 2020 Journal: Fuzzy Sets and Systems Vol: 415 Pages: 27-36 Publisher: Elsevier BV

DOI: 10.1016/j.fss.2020.04.010

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Keywords:

Copula (linguistics) Bivariate analysis Mathematics Multivariate random variable Random noise Random variable Perturbation (astronomy) Joint probability distribution Statistical physics Discrete mathematics Pure mathematics Combinatorics Statistics Econometrics Physics Quantum mechanics

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Financial Risk and Volatility Modeling

Social Sciences → Economics, Econometrics and Finance → Finance

Statistical Distribution Estimation and Applications

Physical Sciences → Mathematics → Statistics and Probability

Probability and Risk Models

Social Sciences → Decision Sciences → Management Science and Operations Research

A comprehensive family of copulas to model bivariate random noise and perturbation

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