Why Are FGM Copulas Successful? A Simple Explanation
One of the most computationally convenient nonredundant ways to describe the dependence between two variables is by describing the corresponding copula. In many applications, a special class of copulas—known as FGM copulas—turned out to be most successful in describing the dependence between quantit...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2018-01-01
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| Series: | Advances in Fuzzy Systems |
| Online Access: | http://dx.doi.org/10.1155/2018/5872195 |
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