Bivariate Kumaraswamy models via modified FGM copulas : properties and applications
Year of publication: |
December 2017
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Authors: | Ghosh, Indranil |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 10.2017, 4, p. 1-13
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Subject: | bivariate Kumaraswamy distribution | copula based construction | Kendall’s tau | dependence structures | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Statistische Verteilung | Statistical distribution |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm10040019 [DOI] hdl:10419/238844 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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