| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 395370 | Information Sciences | 2009 | 9 Pages |
Abstract
We present a method for constructing symmetric copulas which generalizes the diagonal patchwork construction of copulas procedure. We also show how it is related to a new construction of a generalized Farlie–Gumbel–Morgenstern distribution and to the copula transforms.
Keywords
Related Topics
Physical Sciences and Engineering
Computer Science
Artificial Intelligence
Authors
Fabrizio Durante, José Antonio Rodríguez-Lallena, Manuel Úbeda-Flores,